+413.4%
IWF vs BN
+265.2%
+148.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.9% | -5.2% | +4.3% | +1.6% |
| 30D | -1.7% | -14.5% | +12.7% | +5.7% |
| 3M | +0.7% | -15.0% | +15.7% | +8.5% |
| 6M | +8.6% | -5.4% | +14.0% | +10.7% |
| YTD | +3.5% | -16.4% | +20.0% | +11.4% |
| 1Y | +7.0% | -16.2% | +23.3% | +14.7% |
| 3Y | +76.3% | +67.5% | +8.8% | +31.4% |
| 5Y | +74.8% | +34.1% | +40.6% | +42.7% |
| All | +413.4% | +265.2% | +148.3% | +163.6% |
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