+727.5%
IWF vs BTI
+3,608.0%
-2,880.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +0.5% | -1.4% | +1.9% | +0.9% |
| 30D | -0.4% | -6.6% | +6.2% | +1.4% |
| 3M | -2.6% | -3.0% | +0.4% | -2.3% |
| 6M | +9.1% | -6.7% | +15.8% | +10.3% |
| YTD | +4.5% | +0.6% | +3.9% | +3.2% |
| 1Y | +10.1% | +5.6% | +4.5% | +7.1% |
| 3Y | +77.6% | +110.3% | -32.7% | +39.1% |
| 5Y | +73.7% | +114.3% | -40.5% | +34.1% |
| 10Y | +411.5% | +67.7% | +343.9% | +308.2% |
| All | +727.5% | +3,608.0% | -2,880.5% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling