+392.2%
IWF vs BURL
+254.9%
+137.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -8.3% | -4.4% | -3.8% | -7.5% |
| 3M | -5.6% | -28.6% | +23.0% | +1.2% |
| 6M | -5.4% | -12.3% | +6.9% | -3.8% |
| YTD | -1.2% | -11.3% | +10.1% | -0.1% |
| 1Y | -2.6% | -10.4% | +7.8% | -2.3% |
| 3Y | +67.8% | +96.1% | -28.3% | +36.6% |
| 5Y | +60.1% | -5.0% | +65.1% | +48.3% |
| 10Y | +392.2% | +251.8% | +140.4% | +266.4% |
| All | +392.2% | +254.9% | +137.2% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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