-34.4%
BAX vs IWD
+198.0%
-232.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | -1.1% | -0.3% | -0.9% | -0.9% |
| 30D | -5.5% | +0.6% | -6.0% | -5.9% |
| 3M | +33.5% | +7.2% | +26.3% | +26.4% |
| 6M | +35.9% | +16.2% | +19.7% | +20.8% |
| YTD | +35.4% | +23.3% | +12.0% | +15.1% |
| 1Y | +9.8% | +29.6% | -19.8% | -10.1% |
| 3Y | -32.7% | +70.5% | -103.2% | -54.8% |
| 5Y | -65.6% | +73.5% | -139.0% | -77.2% |
| All | -34.4% | +198.0% | -232.4% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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