-36.9%
BAX vs IWF
+412.6%
-449.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -5.1% | +0.5% | -5.6% | -5.4% |
| 30D | -12.2% | -1.4% | -10.8% | -11.6% |
| 3M | +21.8% | +0.4% | +21.4% | +21.1% |
| 6M | +36.3% | +8.5% | +27.8% | +30.0% |
| YTD | +27.8% | +3.7% | +24.1% | +24.9% |
| 1Y | -0.1% | +8.5% | -8.5% | -4.8% |
| 3Y | -33.3% | +78.5% | -111.8% | -52.7% |
| 5Y | -67.1% | +73.6% | -140.7% | -76.8% |
| 10Y | -36.9% | +421.3% | -458.2% | -81.8% |
| All | -36.9% | +412.6% | -449.5% | -81.8% |
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