+72.3%
BA vs IWF
+409.9%
-337.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +2.5% | +1.5% | +1.0% | +0.9% |
| 30D | -10.1% | -1.3% | -8.8% | -9.0% |
| 3M | -2.4% | +0.1% | -2.5% | -2.8% |
| 6M | -8.8% | +10.3% | -19.1% | -17.8% |
| YTD | -2.9% | +4.2% | -7.1% | -7.5% |
| 1Y | -8.8% | +9.3% | -18.1% | -17.5% |
| 3Y | -0.3% | +79.3% | -79.6% | -48.6% |
| 5Y | -0.3% | +73.8% | -74.1% | -47.2% |
| 10Y | +72.3% | +410.9% | -338.6% | -72.1% |
| All | +72.3% | +409.9% | -337.6% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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