+73.4%
IWF vs IBN
+52.7%
+20.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -1.7% | -5.5% | +3.8% | +0.5% |
| 30D | -1.8% | -3.4% | +1.6% | -0.6% |
| 3M | +1.5% | +8.7% | -7.2% | -2.1% |
| 6M | +7.7% | +3.7% | +4.0% | +5.7% |
| YTD | +2.7% | -2.4% | +5.1% | +3.0% |
| 1Y | +6.8% | -8.1% | +14.8% | +9.4% |
| 3Y | +76.9% | +26.3% | +50.5% | +52.9% |
| 5Y | +73.4% | +54.9% | +18.5% | +30.7% |
| All | +73.4% | +52.7% | +20.7% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling