-16.1%
BA vs IWF
+67.8%
-83.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -0.6% | +5.3% | -5.8% | -4.2% |
| 30D | -8.0% | -8.6% | +0.6% | -2.1% |
| 3M | -25.8% | -6.5% | -19.3% | -22.5% |
| 6M | -27.6% | -5.6% | -21.9% | -25.0% |
| YTD | -21.0% | -1.5% | -19.4% | -21.0% |
| 1Y | -12.3% | -2.8% | -9.4% | -11.4% |
| All | -16.1% | +67.8% | -83.9% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling