+60.1%
IWF vs BUD
+49.9%
+10.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.8% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -8.3% | +7.4% | -15.7% | -10.1% |
| 3M | -5.6% | +4.3% | -9.9% | -6.8% |
| 6M | -5.4% | +5.3% | -10.7% | -7.2% |
| YTD | -1.2% | +33.2% | -34.4% | -9.8% |
| 1Y | -2.7% | +31.8% | -34.4% | -10.9% |
| 3Y | +67.8% | +47.8% | +20.0% | +44.2% |
| 5Y | +60.1% | +50.2% | +9.9% | +31.6% |
| All | +60.1% | +49.9% | +10.2% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling