+69.3%
IWD vs BAH
+8.3%
+61.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.2% |
| 7D | -0.5% | -3.5% | +3.1% | 0.0% |
| 30D | +2.7% | +24.3% | -21.6% | -0.2% |
| 3M | +0.9% | +16.3% | -15.4% | -1.2% |
| 6M | +10.5% | +13.6% | -3.0% | +8.3% |
| YTD | +23.7% | +3.5% | +20.2% | +21.9% |
| 1Y | +28.7% | +2.7% | +26.0% | +26.9% |
| 3Y | +79.7% | -26.6% | +106.3% | +79.8% |
| All | +69.3% | +8.3% | +61.1% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling