+237.7%
BAC vs IWF
+377.5%
-139.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.9% |
| 7D | +2.1% | -2.9% | +5.0% | +4.3% |
| 30D | -6.7% | -10.9% | +4.2% | +1.8% |
| 3M | -20.2% | -8.1% | -12.1% | -15.2% |
| 6M | -0.2% | -7.5% | +7.3% | +4.9% |
| YTD | -6.4% | -3.4% | -3.0% | -5.2% |
| 1Y | -3.1% | -5.0% | +1.9% | -0.6% |
| 3Y | +96.7% | +64.0% | +32.7% | +25.2% |
| 5Y | +21.3% | +56.8% | -35.5% | -21.0% |
| 10Y | +237.7% | +381.2% | -143.5% | -32.5% |
| All | +237.7% | +377.5% | -139.8% | -32.5% |
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