+7.0%
IWF vs BLDR
-57.4%
+64.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -0.9% | -8.2% | +7.3% | 0.0% |
| 30D | -1.7% | -16.6% | +14.9% | +0.2% |
| 3M | +0.7% | -23.2% | +23.8% | +3.2% |
| 6M | +8.6% | -33.7% | +42.3% | +12.2% |
| YTD | +3.5% | -41.3% | +44.8% | +7.7% |
| 1Y | +7.0% | -58.8% | +65.8% | +14.4% |
| All | +7.0% | -57.4% | +64.4% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling