+78.6%
IWF vs BTDR
+19.6%
+59.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.7% |
| 30D | -1.7% | +32.6% | -34.3% | -3.5% |
| 3M | +0.7% | -32.2% | +32.9% | +2.1% |
| 6M | +8.6% | +52.4% | -43.8% | +4.8% |
| YTD | +3.5% | +6.7% | -3.2% | +1.4% |
| 1Y | +7.0% | -15.2% | +22.3% | +4.9% |
| 3Y | +76.3% | +14.9% | +61.4% | +63.9% |
| 5Y | +74.8% | +20.8% | +54.0% | +58.1% |
| All | +78.6% | +19.6% | +59.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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