+409.4%
IWF vs BUD
-22.8%
+432.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | -1.8% | -3.7% | +1.8% | -0.9% |
| 3M | +1.5% | -4.4% | +5.9% | +2.5% |
| 6M | +7.7% | +7.7% | 0.0% | +4.8% |
| YTD | +2.7% | +23.1% | -20.3% | -4.2% |
| 1Y | +6.8% | +33.6% | -26.9% | -3.0% |
| 3Y | +76.9% | +44.7% | +32.2% | +53.5% |
| 5Y | +73.4% | +44.9% | +28.5% | +48.3% |
| All | +409.4% | -22.8% | +432.3% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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