-34.4%
BAX vs IWF
+392.3%
-426.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.5% |
| 7D | -0.6% | -1.1% | +0.5% | -0.1% |
| 30D | +6.3% | -8.3% | +14.6% | +11.0% |
| 3M | -4.6% | -5.6% | +1.0% | -1.9% |
| 6M | +50.4% | -5.4% | +55.8% | +53.8% |
| YTD | +38.0% | -1.2% | +39.2% | +38.0% |
| 1Y | +44.6% | -2.7% | +47.3% | +45.6% |
| 3Y | -15.1% | +67.8% | -82.9% | -37.7% |
| 5Y | -63.3% | +60.1% | -123.4% | -72.8% |
| 10Y | -34.4% | +392.2% | -426.6% | -80.1% |
| All | -34.4% | +392.3% | -426.7% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling