+73.6%
IWF vs BN
+33.2%
+40.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | +0.5% |
| 7D | +0.5% | -3.0% | +3.5% | +2.0% |
| 30D | -1.4% | -13.0% | +11.6% | +5.4% |
| 3M | +0.4% | -15.2% | +15.7% | +8.7% |
| 6M | +8.5% | -5.9% | +14.4% | +10.9% |
| YTD | +3.7% | -15.8% | +19.5% | +11.3% |
| 1Y | +8.5% | -12.2% | +20.7% | +13.6% |
| 3Y | +78.5% | +72.2% | +6.3% | +28.0% |
| 5Y | +73.6% | +33.2% | +40.4% | +42.9% |
| All | +73.6% | +33.2% | +40.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling