+413.4%
IWF vs BLDR
+383.3%
+30.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -0.9% | -8.2% | +7.3% | +0.9% |
| 30D | -1.7% | -16.6% | +14.9% | +2.1% |
| 3M | +0.7% | -23.2% | +23.8% | +5.8% |
| 6M | +8.6% | -33.7% | +42.3% | +17.2% |
| YTD | +3.5% | -41.3% | +44.8% | +14.1% |
| 1Y | +7.0% | -58.8% | +65.8% | +27.3% |
| 3Y | +76.3% | -57.5% | +133.8% | +98.8% |
| 5Y | +74.8% | +12.9% | +61.8% | +50.8% |
| All | +413.4% | +383.3% | +30.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling