+10.1%
IWF vs BR
-29.1%
+39.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +0.5% | -5.3% | +5.8% | +0.6% |
| 30D | -0.4% | +6.4% | -6.8% | -0.4% |
| 3M | -2.6% | +13.6% | -16.3% | -2.4% |
| 6M | +9.1% | -6.7% | +15.9% | +9.2% |
| YTD | +4.5% | -21.1% | +25.6% | +5.7% |
| 1Y | +10.1% | -29.6% | +39.6% | +13.0% |
| All | +10.1% | -29.1% | +39.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling