+33.0%
IWF vs BIYA
-99.8%
+132.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | +0.5% | +2.7% | -2.2% | +0.5% |
| 30D | -1.4% | -16.7% | +15.3% | -1.4% |
| 3M | +0.4% | -74.6% | +75.1% | +0.2% |
| 6M | +8.5% | -85.4% | +93.8% | +8.4% |
| YTD | +3.7% | -94.2% | +97.9% | +4.2% |
| 1Y | +8.5% | -98.6% | +107.0% | +10.8% |
| All | +33.0% | -99.8% | +132.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling