+48.0%
BAX vs IWF
-1.6%
+49.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +4.1% | -4.2% | +8.2% | +6.1% |
| 30D | +9.4% | -8.1% | +17.6% | +13.6% |
| 3M | -6.5% | -5.1% | -1.4% | -4.3% |
| 6M | +59.6% | -1.4% | +61.0% | +57.6% |
| YTD | +38.9% | -0.1% | +39.0% | +28.8% |
| 1Y | +48.0% | -1.3% | +49.3% | +37.6% |
| All | +48.0% | -1.6% | +49.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling