+593.7%
BA vs IWD
+731.9%
-138.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | +0.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.9% |
| 30D | -9.1% | +2.6% | -11.8% | -11.8% |
| 3M | -28.2% | +1.2% | -29.4% | -29.2% |
| 6M | -23.1% | +12.1% | -35.2% | -32.3% |
| YTD | -20.6% | +24.1% | -44.7% | -37.6% |
| 1Y | -12.7% | +28.5% | -41.2% | -34.1% |
| 3Y | -11.6% | +79.5% | -91.1% | -53.9% |
| 5Y | -23.1% | +70.3% | -93.5% | -56.6% |
| 10Y | +34.4% | +212.5% | -178.2% | -54.9% |
| All | +593.7% | +731.9% | -138.2% | -8.2% |
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