+533.2%
IWF vs BURL
+987.9%
-454.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -5.8% |
| 7D | -8.9% | +3.5% | -12.3% | -9.5% |
| 30D | -14.6% | -9.3% | -5.3% | -12.9% |
| 3M | -10.8% | -32.1% | +21.3% | -3.8% |
| 6M | -8.2% | -19.8% | +11.6% | -4.9% |
| YTD | -6.5% | -13.2% | +6.7% | -5.0% |
| 1Y | -7.7% | -7.8% | +0.1% | -7.9% |
| 3Y | +63.5% | +89.3% | -25.8% | +36.4% |
| 5Y | +48.9% | -15.8% | +64.7% | +41.8% |
| 10Y | +379.7% | +262.2% | +117.5% | +239.9% |
| All | +533.2% | +987.9% | -454.7% | +304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling