+1,094.9%
IWF vs BLDR
+374.7%
+720.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | +2.8% | -3.0% | +5.8% | +3.2% |
| 30D | -7.5% | +20.1% | -27.7% | -10.3% |
| 3M | -8.5% | -17.5% | +9.0% | -6.5% |
| 6M | -7.4% | -16.1% | +8.7% | -6.2% |
| YTD | -2.6% | -41.0% | +38.4% | +3.1% |
| 1Y | -1.8% | -41.6% | +39.7% | +3.9% |
| 3Y | +65.5% | -50.8% | +116.3% | +75.4% |
| 5Y | +55.8% | -10.8% | +66.6% | +49.7% |
| 10Y | +384.9% | +486.3% | -101.4% | +247.2% |
| All | +1,094.9% | +374.7% | +720.2% | +556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling