+133.1%
BAX vs IWD
+726.5%
-593.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | -1.1% | -0.3% | -0.9% | -1.0% |
| 30D | -5.5% | +0.6% | -6.0% | -5.8% |
| 3M | +33.5% | +7.2% | +26.3% | +27.9% |
| 6M | +35.9% | +16.2% | +19.7% | +23.9% |
| YTD | +35.4% | +23.3% | +12.0% | +19.1% |
| 1Y | +9.8% | +29.6% | -19.8% | -6.3% |
| 3Y | -32.7% | +70.5% | -103.2% | -51.1% |
| 5Y | -65.6% | +73.5% | -139.0% | -75.3% |
| 10Y | -34.9% | +198.3% | -233.2% | -66.5% |
| All | +133.1% | +726.5% | -593.4% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling