+26.6%
BA vs IWD
+203.8%
-177.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +1.6% | -1.5% | -2.5% |
| 30D | -8.9% | +3.6% | -12.5% | -13.9% |
| 3M | -25.5% | +2.0% | -27.6% | -27.9% |
| 6M | -27.0% | +13.1% | -40.0% | -39.4% |
| YTD | -20.1% | +26.2% | -46.3% | -43.9% |
| 1Y | -11.0% | +29.6% | -40.6% | -40.1% |
| 3Y | -11.8% | +84.3% | -96.2% | -65.9% |
| 5Y | -20.6% | +73.4% | -94.1% | -65.7% |
| 10Y | +26.6% | +202.4% | -175.8% | -70.8% |
| All | +26.6% | +203.8% | -177.2% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling