+727.5%
IWF vs BN
+9,539.1%
-8,811.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.5% | -2.5% | +3.0% | +1.6% |
| 30D | -0.4% | -9.5% | +9.1% | +3.8% |
| 3M | -2.6% | -10.4% | +7.8% | +1.8% |
| 6M | +9.1% | -6.4% | +15.5% | +11.6% |
| YTD | +4.5% | -11.9% | +16.3% | +9.1% |
| 1Y | +10.1% | -8.6% | +18.7% | +12.9% |
| 3Y | +77.6% | +77.6% | +0.1% | +35.4% |
| 5Y | +73.7% | +37.0% | +36.7% | +45.5% |
| 10Y | +411.5% | +266.4% | +145.2% | +179.9% |
| All | +727.5% | +9,539.1% | -8,811.5% | +68.6% |
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 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