+44.0%
BAX vs IWD
+13.0%
+31.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | +0.4% | +1.7% | -1.3% | -2.0% |
| 30D | +3.4% | +3.2% | +0.2% | -1.6% |
| 3M | -4.5% | +2.3% | -6.7% | -7.4% |
| 6M | +44.0% | +12.9% | +31.1% | +24.0% |
| All | +44.0% | +13.0% | +31.0% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling