+194.7%
IWD vs BAH
+182.5%
+12.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -4.3% | +4.2% | +0.8% |
| 30D | -0.8% | -4.5% | +3.7% | +0.1% |
| 3M | +8.0% | -7.6% | +15.6% | +9.5% |
| 6M | +18.2% | -10.6% | +28.8% | +20.1% |
| YTD | +22.3% | -12.6% | +34.9% | +23.9% |
| 1Y | +28.9% | -27.0% | +55.9% | +36.1% |
| 3Y | +71.5% | -31.5% | +103.0% | +75.1% |
| 5Y | +73.6% | -3.8% | +77.4% | +54.9% |
| 10Y | +194.7% | +183.9% | +10.8% | +101.6% |
| All | +194.7% | +182.5% | +12.2% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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