-20.9%
BAX vs IWD
+78.7%
-99.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +12.1% | -0.5% | +12.6% | +12.9% |
| 30D | +7.6% | +2.7% | +4.9% | +3.7% |
| 3M | -4.5% | +0.9% | -5.4% | -5.7% |
| 6M | +52.0% | +10.5% | +41.5% | +32.8% |
| YTD | +35.1% | +23.7% | +11.4% | +2.5% |
| 1Y | +43.7% | +28.7% | +15.0% | +3.8% |
| 3Y | -20.9% | +79.7% | -100.6% | -61.8% |
| All | -20.9% | +78.7% | -99.7% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling