+413.4%
IWF vs BTG
+159.3%
+254.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.9% | -3.8% | +2.8% | -0.6% |
| 30D | -1.7% | +3.6% | -5.4% | -2.1% |
| 3M | +0.7% | +32.0% | -31.4% | -1.9% |
| 6M | +8.6% | +3.4% | +5.2% | +7.5% |
| YTD | +3.5% | +20.8% | -17.3% | +1.0% |
| 1Y | +7.0% | +22.4% | -15.4% | +3.9% |
| 3Y | +76.3% | +91.7% | -15.4% | +63.2% |
| 5Y | +74.8% | +79.0% | -4.2% | +61.3% |
| All | +413.4% | +159.3% | +254.2% | +379.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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