-26.4%
BA vs IWF
+55.4%
-81.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.9% |
| 7D | -1.1% | +2.8% | -3.9% | -3.4% |
| 30D | -7.1% | -7.5% | +0.4% | -1.5% |
| 3M | -25.5% | -8.5% | -17.1% | -20.5% |
| 6M | -28.7% | -7.4% | -21.3% | -24.8% |
| YTD | -21.0% | -2.6% | -18.4% | -20.2% |
| 1Y | -11.9% | -1.8% | -10.0% | -11.6% |
| 3Y | -16.2% | +65.5% | -81.6% | -47.6% |
| All | -26.4% | +55.4% | -81.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling