+1,265.6%
IWF vs BUD
+215.1%
+1,050.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -8.3% | +7.4% | -15.7% | -10.7% |
| 3M | -5.6% | +4.3% | -9.9% | -7.3% |
| 6M | -5.4% | +5.3% | -10.7% | -7.8% |
| YTD | -1.2% | +33.2% | -34.4% | -11.6% |
| 1Y | -2.7% | +31.8% | -34.4% | -12.6% |
| 3Y | +67.8% | +47.8% | +20.0% | +41.5% |
| 5Y | +60.1% | +50.2% | +9.9% | +32.3% |
| 10Y | +392.2% | -4.8% | +397.0% | +351.5% |
| All | +1,265.6% | +215.1% | +1,050.5% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling