+233.0%
BAC vs IWF
+392.3%
-159.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.8% |
| 7D | -1.9% | -1.1% | -0.8% | -1.2% |
| 30D | -7.2% | -8.3% | +1.1% | -1.0% |
| 3M | -20.4% | -5.6% | -14.9% | -17.2% |
| 6M | +1.3% | -5.4% | +6.7% | +4.6% |
| YTD | -6.4% | -1.2% | -5.2% | -6.9% |
| 1Y | -3.5% | -2.6% | -0.9% | -2.9% |
| 3Y | +96.7% | +67.8% | +28.9% | +23.0% |
| 5Y | +20.6% | +60.1% | -39.5% | -22.8% |
| 10Y | +233.0% | +392.2% | -159.1% | -35.2% |
| All | +233.0% | +392.3% | -159.2% | -35.2% |
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