+958.3%
IWF vs BTG
+385.9%
+572.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.5% |
| 7D | +0.5% | +2.4% | -1.9% | +0.4% |
| 30D | -1.4% | +9.5% | -10.9% | -1.9% |
| 3M | +0.4% | +38.5% | -38.1% | -1.5% |
| 6M | +8.5% | +5.6% | +2.8% | +7.7% |
| YTD | +3.7% | +23.9% | -20.3% | +1.9% |
| 1Y | +8.5% | +32.1% | -23.7% | +6.0% |
| 3Y | +78.5% | +103.2% | -24.7% | +69.3% |
| 5Y | +73.6% | +79.7% | -6.1% | +64.8% |
| 10Y | +421.3% | +159.1% | +262.2% | +380.5% |
| All | +958.3% | +385.9% | +572.4% | +804.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling