+671.1%
IWF vs BIIB
+1,142.4%
-471.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | +2.8% | +2.0% | +0.8% | +2.4% |
| 30D | -7.5% | +8.8% | -16.4% | -9.2% |
| 3M | -8.5% | +20.3% | -28.8% | -12.1% |
| 6M | -7.4% | +23.9% | -31.3% | -12.1% |
| YTD | -2.6% | +44.0% | -46.6% | -10.8% |
| 1Y | -1.8% | +53.8% | -55.7% | -11.4% |
| 3Y | +65.5% | +13.8% | +51.6% | +56.5% |
| 5Y | +55.8% | -6.3% | +62.1% | +50.4% |
| 10Y | +384.9% | -20.6% | +405.5% | +338.7% |
| All | +671.1% | +1,142.4% | -471.3% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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