+413.4%
IWF vs BTI
+73.8%
+339.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.7% | -1.1% | -0.7% | -1.5% |
| 3M | +0.7% | -8.8% | +9.4% | +2.6% |
| 6M | +8.6% | -4.0% | +12.5% | +8.7% |
| YTD | +3.5% | +0.4% | +3.2% | +2.2% |
| 1Y | +7.0% | +1.9% | +5.1% | +5.1% |
| 3Y | +76.3% | +108.5% | -32.2% | +37.3% |
| 5Y | +74.8% | +118.5% | -43.8% | +32.5% |
| All | +413.4% | +73.8% | +339.7% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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