+76.3%
IWF vs BR
-5.3%
+81.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -3.0% | +2.0% | -0.2% |
| 30D | -1.7% | -0.3% | -1.4% | -1.8% |
| 3M | +0.7% | +17.3% | -16.6% | -3.7% |
| 6M | +8.6% | -6.7% | +15.3% | +11.2% |
| YTD | +3.5% | -23.4% | +27.0% | +14.0% |
| 1Y | +7.0% | -32.7% | +39.7% | +24.5% |
| 3Y | +76.3% | -5.9% | +82.2% | +75.4% |
| All | +76.3% | -5.3% | +81.7% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling