+413.4%
IWF vs BNS
+188.9%
+224.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -1.7% | +3.5% | -5.2% | -3.6% |
| 3M | +0.7% | +14.1% | -13.4% | -6.3% |
| 6M | +8.6% | +33.8% | -25.2% | -7.0% |
| YTD | +3.5% | +29.5% | -25.9% | -10.0% |
| 1Y | +7.0% | +48.4% | -41.4% | -13.5% |
| 3Y | +76.3% | +129.6% | -53.3% | +12.0% |
| 5Y | +74.8% | +96.1% | -21.3% | +20.3% |
| All | +413.4% | +188.9% | +224.5% | +190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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