+28.9%
IWD vs BAH
-27.4%
+56.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.2% | -4.3% | +4.2% | 0.0% |
| 30D | -0.8% | -4.5% | +3.7% | -0.6% |
| 3M | +8.0% | -7.6% | +15.6% | +8.4% |
| 6M | +18.2% | -10.6% | +28.8% | +18.7% |
| YTD | +22.3% | -12.6% | +34.9% | +22.3% |
| 1Y | +28.9% | -27.0% | +55.9% | +30.2% |
| All | +28.9% | -27.4% | +56.3% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling