-3.1%
BAC vs IWF
-4.2%
+1.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +2.1% | -2.9% | +5.0% | +3.3% |
| 30D | -6.7% | -10.9% | +4.2% | -2.4% |
| 3M | -20.2% | -8.1% | -12.1% | -17.5% |
| 6M | -0.2% | -7.5% | +7.3% | +2.5% |
| YTD | -6.4% | -3.4% | -3.0% | -7.8% |
| 1Y | -3.1% | -5.0% | +1.9% | -3.2% |
| All | -3.1% | -4.2% | +1.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling