+492.3%
IWD vs BAH
+1,056.2%
-563.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.1% | +0.6% |
| 7D | -0.5% | -3.5% | +3.1% | +0.3% |
| 30D | +2.7% | +24.3% | -21.6% | -2.4% |
| 3M | +0.9% | +16.3% | -15.4% | -2.9% |
| 6M | +10.5% | +13.6% | -3.0% | +6.3% |
| YTD | +23.7% | +3.5% | +20.2% | +20.3% |
| 1Y | +28.7% | +2.7% | +26.0% | +25.2% |
| 3Y | +79.7% | -26.6% | +106.3% | +83.3% |
| 5Y | +69.7% | +8.5% | +61.2% | +52.5% |
| 10Y | +211.4% | +225.1% | -13.7% | +109.2% |
| All | +492.3% | +1,056.2% | -563.9% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling