+55.8%
IWF vs BURL
-12.4%
+68.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.0% |
| 7D | -1.0% | +7.7% | -8.7% | -2.6% |
| 30D | -10.1% | -7.1% | -2.9% | -8.8% |
| 3M | -7.6% | -30.3% | +22.7% | -0.8% |
| 6M | -6.7% | -15.5% | +8.8% | -4.4% |
| YTD | -2.5% | -11.0% | +8.4% | -1.6% |
| 1Y | -2.1% | -8.4% | +6.4% | -2.2% |
| 3Y | +68.6% | +96.7% | -28.0% | +38.2% |
| 5Y | +55.8% | -14.1% | +69.9% | +48.9% |
| All | +55.8% | -12.4% | +68.2% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling