-32.0%
BAX vs IWF
+79.6%
-111.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.4% | -3.6% |
| 7D | -2.4% | +1.5% | -3.9% | -3.0% |
| 30D | -9.7% | -1.3% | -8.5% | -9.3% |
| 3M | +29.3% | +0.1% | +29.1% | +28.8% |
| 6M | +40.7% | +10.3% | +30.4% | +33.9% |
| YTD | +30.3% | +4.2% | +26.1% | +26.8% |
| 1Y | +3.4% | +9.3% | -5.9% | -1.2% |
| 3Y | -32.0% | +79.3% | -111.4% | -46.4% |
| All | -32.0% | +79.6% | -111.6% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling