+597.4%
BA vs IWF
+649.6%
-52.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | -0.6% |
| 7D | +1.1% | -5.0% | +6.1% | +5.7% |
| 30D | -7.9% | -13.2% | +5.3% | +4.4% |
| 3M | -25.3% | -9.4% | -15.9% | -18.8% |
| 6M | -24.6% | -8.6% | -16.0% | -18.9% |
| YTD | -20.1% | -5.3% | -14.8% | -17.0% |
| 1Y | -11.8% | -5.0% | -6.8% | -8.7% |
| 3Y | -10.1% | +64.6% | -74.8% | -45.7% |
| 5Y | -22.7% | +50.8% | -73.5% | -49.6% |
| 10Y | +35.1% | +385.7% | -350.6% | -68.5% |
| All | +597.4% | +649.6% | -52.2% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling