+397.7%
BAC vs IWF
+412.6%
-14.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | -1.4% | -1.4% | 0.0% | -0.4% |
| 3M | +15.7% | +0.4% | +15.3% | +14.6% |
| 6M | +32.2% | +8.5% | +23.7% | +22.6% |
| YTD | +15.8% | +3.7% | +12.1% | +11.3% |
| 1Y | +27.3% | +8.5% | +18.8% | +17.5% |
| 3Y | +137.5% | +78.5% | +58.9% | +41.4% |
| 5Y | +73.1% | +73.6% | -0.6% | +3.5% |
| 10Y | +397.7% | +421.3% | -23.5% | -10.8% |
| All | +397.7% | +412.6% | -14.8% | -10.8% |
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 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