+133.1%
BAX vs IWF
+727.1%
-593.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +0.5% | -1.7% | -1.4% |
| 30D | -5.5% | -0.4% | -5.1% | -5.3% |
| 3M | +33.5% | -2.6% | +36.2% | +34.8% |
| 6M | +35.9% | +9.1% | +26.7% | +29.7% |
| YTD | +35.4% | +4.5% | +30.9% | +32.1% |
| 1Y | +9.8% | +10.1% | -0.3% | +4.2% |
| 3Y | -32.7% | +77.6% | -110.4% | -50.7% |
| 5Y | -65.6% | +73.7% | -139.3% | -75.0% |
| 10Y | -34.9% | +411.5% | -446.5% | -73.2% |
| All | +133.1% | +727.1% | -593.9% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling