+67.9%
IWF vs BUD
+48.3%
+19.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -8.3% | +7.4% | -15.7% | -8.8% |
| 3M | -5.6% | +4.3% | -9.9% | -5.9% |
| 6M | -5.4% | +5.3% | -10.7% | -5.9% |
| YTD | -1.2% | +33.2% | -34.4% | -4.4% |
| 1Y | -2.7% | +31.8% | -34.4% | -5.7% |
| All | +67.9% | +48.3% | +19.6% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling