+660.6%
IWF vs BRKR
+172.5%
+488.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -8.7% | +7.7% | +0.4% |
| 30D | -1.7% | -9.9% | +8.1% | -0.2% |
| 3M | +0.7% | -3.1% | +3.8% | +0.1% |
| 6M | +8.6% | +45.5% | -36.9% | +0.6% |
| YTD | +3.5% | +13.7% | -10.2% | -0.6% |
| 1Y | +7.0% | +67.4% | -60.4% | -3.8% |
| 3Y | +76.3% | -13.2% | +89.6% | +71.2% |
| 5Y | +74.8% | -39.5% | +114.2% | +78.0% |
| 10Y | +420.5% | +153.5% | +267.0% | +327.8% |
| All | +660.6% | +172.5% | +488.1% | +390.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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