+753.6%
BA vs IWD
+726.5%
+27.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.6% |
| 7D | +1.2% | -0.3% | +1.4% | +1.5% |
| 30D | -11.6% | +0.6% | -12.2% | -12.2% |
| 3M | -2.4% | +7.2% | -9.6% | -9.6% |
| 6M | -6.6% | +16.2% | -22.8% | -20.9% |
| YTD | -2.2% | +23.3% | -25.6% | -22.6% |
| 1Y | -8.0% | +29.6% | -37.6% | -31.2% |
| 3Y | -5.0% | +70.5% | -75.4% | -47.6% |
| 5Y | -2.7% | +73.5% | -76.2% | -46.2% |
| 10Y | +75.9% | +198.3% | -122.4% | -38.2% |
| All | +753.6% | +726.5% | +27.1% | +13.8% |
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 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