+96.7%
BAC vs IWF
+66.6%
+30.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.7% |
| 7D | +2.1% | -2.9% | +5.0% | +3.6% |
| 30D | -6.7% | -10.9% | +4.2% | -0.8% |
| 3M | -20.2% | -8.1% | -12.1% | -16.7% |
| 6M | -0.2% | -7.5% | +7.3% | +3.5% |
| YTD | -6.4% | -3.4% | -3.0% | -5.7% |
| 1Y | -3.1% | -5.0% | +1.9% | -1.4% |
| 3Y | +96.7% | +64.0% | +32.7% | +43.5% |
| All | +96.7% | +66.6% | +30.2% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling