-33.3%
BAX vs IWD
+202.4%
-235.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +0.4% | +1.7% | -1.3% | -1.0% |
| 30D | +3.4% | +3.2% | +0.2% | +0.7% |
| 3M | -4.5% | +2.3% | -6.7% | -6.2% |
| 6M | +44.0% | +12.9% | +31.1% | +30.6% |
| YTD | +34.9% | +26.2% | +8.6% | +12.5% |
| 1Y | +37.9% | +28.3% | +9.6% | +13.6% |
| 3Y | -17.1% | +84.4% | -101.5% | -47.4% |
| 5Y | -64.3% | +73.0% | -137.2% | -76.4% |
| All | -33.3% | +202.4% | -235.7% | -70.0% |
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