+682.7%
IWF vs BN
+9,976.0%
-9,293.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | -1.1% | -2.4% | +1.3% | 0.0% |
| 30D | -8.3% | +13.5% | -21.8% | -13.2% |
| 3M | -5.6% | -5.9% | +0.4% | -3.5% |
| 6M | -5.4% | -8.9% | +3.5% | -2.3% |
| YTD | -1.2% | -7.9% | +6.7% | +1.0% |
| 1Y | -2.7% | -8.3% | +5.6% | -0.4% |
| 3Y | +67.8% | +100.8% | -33.0% | +21.7% |
| 5Y | +60.1% | +38.2% | +21.9% | +33.3% |
| 10Y | +392.2% | +302.3% | +89.8% | +159.0% |
| All | +682.7% | +9,976.0% | -9,293.3% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling