+753.6%
BA vs IWF
+727.1%
+26.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +0.5% | +0.6% | +0.6% |
| 30D | -11.6% | -0.4% | -11.2% | -11.4% |
| 3M | -2.4% | -2.6% | +0.2% | -0.2% |
| 6M | -6.6% | +9.1% | -15.8% | -14.1% |
| YTD | -2.2% | +4.5% | -6.7% | -6.6% |
| 1Y | -8.0% | +10.1% | -18.1% | -16.5% |
| 3Y | -5.0% | +77.6% | -82.6% | -46.2% |
| 5Y | -2.7% | +73.7% | -76.4% | -44.1% |
| 10Y | +75.9% | +411.5% | -335.7% | -60.8% |
| All | +753.6% | +727.1% | +26.6% | -8.6% |
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