+611.8%
BA vs IWD
+754.2%
-142.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.8% |
| 7D | +5.9% | +2.5% | +3.4% | +2.9% |
| 30D | -8.2% | +6.0% | -14.1% | -14.0% |
| 3M | -25.4% | +3.8% | -29.1% | -28.4% |
| 6M | -20.0% | +16.3% | -36.4% | -32.4% |
| YTD | -18.5% | +27.5% | -46.0% | -37.8% |
| 1Y | -10.6% | +32.8% | -43.4% | -35.0% |
| 3Y | -9.3% | +84.3% | -93.6% | -54.1% |
| 5Y | -16.9% | +75.7% | -92.6% | -54.7% |
| 10Y | +37.9% | +220.9% | -183.0% | -55.1% |
| All | +611.8% | +754.2% | -142.4% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling