+387.3%
IWF vs BN
+290.8%
+96.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | +2.8% | -1.0% | +3.8% | +3.3% |
| 30D | -7.5% | +14.0% | -21.5% | -13.4% |
| 3M | -8.5% | -9.0% | +0.5% | -4.7% |
| 6M | -7.4% | -8.8% | +1.4% | -3.9% |
| YTD | -2.6% | -10.3% | +7.6% | +1.0% |
| 1Y | -1.8% | -5.8% | +4.0% | -0.6% |
| 3Y | +65.5% | +94.8% | -29.3% | +14.6% |
| 5Y | +55.8% | +31.5% | +24.4% | +28.0% |
| All | +387.3% | +290.8% | +96.5% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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