-33.9%
BAX vs IWD
+212.1%
-246.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +0.7% |
| 7D | +9.0% | +1.3% | +7.8% | +8.0% |
| 30D | +8.5% | +3.6% | +4.9% | +5.4% |
| 3M | -4.1% | +2.3% | -6.4% | -5.9% |
| 6M | +46.9% | +13.0% | +33.9% | +33.2% |
| YTD | +38.4% | +26.2% | +12.2% | +15.4% |
| 1Y | +47.0% | +30.5% | +16.5% | +19.5% |
| 3Y | -14.9% | +86.2% | -101.1% | -46.5% |
| 5Y | -62.5% | +72.9% | -135.4% | -75.2% |
| 10Y | -33.9% | +205.0% | -238.9% | -70.7% |
| All | -33.9% | +212.1% | -246.0% | -70.7% |
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