-1.8%
IWF vs IBN
+12.1%
-14.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.8% | +1.9% | +1.0% | +2.5% |
| 30D | -7.5% | +22.1% | -29.7% | -11.3% |
| 3M | -8.5% | +17.1% | -25.6% | -11.2% |
| 6M | -7.4% | +35.5% | -43.0% | -14.5% |
| YTD | -2.6% | +16.8% | -19.5% | -6.6% |
| 1Y | -1.8% | +12.4% | -14.2% | -5.9% |
| All | -1.8% | +12.1% | -14.0% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling