+76.6%
IWF vs BROS
+62.9%
+13.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.2% |
| 7D | +0.5% | -6.6% | +7.1% | +1.4% |
| 30D | -1.4% | -12.3% | +11.0% | +0.2% |
| 3M | +0.4% | -22.2% | +22.7% | +3.0% |
| 6M | +8.5% | -14.3% | +22.7% | +9.3% |
| YTD | +3.7% | -26.6% | +30.2% | +6.4% |
| 1Y | +8.5% | -31.5% | +40.0% | +12.0% |
| All | +76.6% | +62.9% | +13.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling