+63.7%
IWF vs BROS
+10.5%
+53.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -2.0% |
| 7D | +2.8% | +6.3% | -3.5% | +1.8% |
| 30D | -7.5% | -8.3% | +0.8% | -6.7% |
| 3M | -8.5% | -29.8% | +21.3% | -4.3% |
| 6M | -7.4% | -25.8% | +18.4% | -4.7% |
| YTD | -2.6% | -41.4% | +38.7% | +3.0% |
| 1Y | -1.8% | -35.2% | +33.3% | +2.2% |
| 3Y | +65.5% | +32.8% | +32.7% | +49.5% |
| 5Y | +55.8% | -42.2% | +98.0% | +47.1% |
| All | +63.7% | +10.5% | +53.3% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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