+349.5%
BAC vs IWF
+727.1%
-377.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.5% |
| 30D | -0.4% | -0.4% | 0.0% | -0.2% |
| 3M | +16.9% | -2.6% | +19.5% | +18.9% |
| 6M | +26.6% | +9.1% | +17.5% | +12.8% |
| YTD | +15.8% | +4.5% | +11.3% | +8.2% |
| 1Y | +27.2% | +10.1% | +17.1% | +11.4% |
| 3Y | +132.4% | +77.6% | +54.8% | +12.6% |
| 5Y | +72.6% | +73.7% | -1.1% | -18.6% |
| 10Y | +389.7% | +411.5% | -21.8% | -44.8% |
| All | +349.5% | +727.1% | -377.5% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling