+205.0%
IWD vs BAH
+218.8%
-13.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | +3.6% | +17.3% | -13.7% | -0.1% |
| 3M | +2.3% | +14.9% | -12.5% | -1.1% |
| 6M | +13.0% | +14.2% | -1.2% | +8.8% |
| YTD | +26.2% | +5.1% | +21.1% | +22.4% |
| 1Y | +30.5% | +2.1% | +28.4% | +27.3% |
| 3Y | +86.2% | -26.0% | +112.2% | +88.9% |
| 5Y | +72.9% | +9.0% | +63.9% | +51.0% |
| 10Y | +205.0% | +208.8% | -3.8% | +109.9% |
| All | +205.0% | +218.8% | -13.7% | +109.9% |
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