+724.9%
IWF vs BHP
+3,993.5%
-3,268.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.9% |
| 7D | +1.5% | +1.3% | +0.2% | +1.1% |
| 30D | -1.3% | +4.0% | -5.2% | -2.6% |
| 3M | +0.1% | +12.3% | -12.2% | -3.9% |
| 6M | +10.3% | +30.8% | -20.6% | +0.3% |
| YTD | +4.2% | +58.8% | -54.6% | -11.4% |
| 1Y | +9.3% | +76.8% | -67.5% | -10.4% |
| 3Y | +79.3% | +87.5% | -8.1% | +42.1% |
| 5Y | +73.8% | +123.9% | -50.1% | +26.4% |
| 10Y | +410.9% | +504.4% | -93.5% | +158.3% |
| All | +724.9% | +3,993.5% | -3,268.6% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling