+28.1%
BA vs IWF
+391.9%
-363.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -3.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.1% |
| 30D | -9.5% | -10.1% | +0.6% | 0.0% |
| 3M | -26.5% | -7.6% | -18.9% | -21.1% |
| 6M | -27.4% | -6.7% | -20.6% | -23.1% |
| YTD | -20.6% | -2.5% | -18.1% | -19.8% |
| 1Y | -11.4% | -2.1% | -9.4% | -11.2% |
| 3Y | -10.8% | +68.6% | -79.5% | -51.5% |
| 5Y | -21.9% | +55.8% | -77.7% | -53.8% |
| 10Y | +28.1% | +383.3% | -355.1% | -76.5% |
| All | +28.1% | +391.9% | -363.7% | -76.5% |
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