-64.3%
BAX vs IWD
+73.1%
-137.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +0.4% | +1.7% | -1.3% | -1.4% |
| 30D | +3.4% | +3.2% | +0.2% | 0.0% |
| 3M | -4.5% | +2.3% | -6.7% | -6.7% |
| 6M | +44.0% | +12.9% | +31.1% | +27.1% |
| YTD | +34.9% | +26.2% | +8.6% | +7.0% |
| 1Y | +37.9% | +28.3% | +9.6% | +7.7% |
| 3Y | -17.1% | +84.4% | -101.5% | -52.4% |
| 5Y | -64.3% | +73.0% | -137.2% | -78.6% |
| All | -64.3% | +73.1% | -137.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling