+73.2%
IWD vs BAH
+6.1%
+67.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | +3.6% | +20.8% | -17.2% | +1.1% |
| 3M | +2.2% | +11.6% | -9.4% | +0.6% |
| 6M | +13.0% | +23.1% | -10.1% | +9.5% |
| YTD | +26.5% | +5.3% | +21.3% | +24.4% |
| 1Y | +30.1% | +6.1% | +24.0% | +27.7% |
| 3Y | +84.9% | -27.5% | +112.4% | +86.1% |
| All | +73.2% | +6.1% | +67.1% | +55.6% |
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 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