+409.9%
IWF vs BURL
+215.5%
+194.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +0.5% | -2.8% | +3.3% | +1.1% |
| 30D | -0.4% | -28.2% | +27.8% | +7.0% |
| 3M | -2.6% | -17.6% | +15.0% | +1.2% |
| 6M | +9.1% | -11.8% | +20.9% | +11.1% |
| YTD | +4.5% | -8.1% | +12.6% | +5.2% |
| 1Y | +10.1% | -12.0% | +22.0% | +11.1% |
| 3Y | +77.6% | +63.3% | +14.3% | +51.2% |
| 5Y | +73.7% | -10.8% | +84.5% | +63.5% |
| All | +409.9% | +215.5% | +194.5% | +281.7% |
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