+374.9%
IWF vs BURL
+252.7%
+122.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -5.0% | +4.1% | -9.1% | -5.9% |
| 30D | -13.2% | -9.5% | -3.7% | -11.4% |
| 3M | -9.4% | -33.5% | +24.1% | -1.4% |
| 6M | -8.6% | -22.1% | +13.5% | -4.5% |
| YTD | -5.3% | -14.6% | +9.3% | -3.4% |
| 1Y | -5.0% | -8.4% | +3.4% | -5.2% |
| 3Y | +64.6% | +86.6% | -21.9% | +35.6% |
| 5Y | +50.8% | -17.2% | +67.9% | +44.0% |
| All | +374.9% | +252.7% | +122.3% | +255.9% |
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