+56.0%
IWF vs BURL
-10.8%
+66.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.4% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | -7.5% | -7.7% | +0.2% | -6.1% |
| 3M | -8.5% | -31.7% | +23.2% | -1.3% |
| 6M | -7.4% | -15.2% | +7.7% | -5.3% |
| YTD | -2.6% | -15.9% | +13.3% | -0.5% |
| 1Y | -1.8% | -14.2% | +12.4% | -0.7% |
| 3Y | +65.5% | +93.5% | -28.1% | +35.6% |
| All | +56.0% | -10.8% | +66.7% | +50.3% |
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