+413.4%
IWF vs BAH
+207.9%
+205.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.9% | +4.3% | -5.2% | -2.0% |
| 30D | -1.7% | -2.5% | +0.7% | -1.3% |
| 3M | +0.7% | -0.9% | +1.6% | +0.3% |
| 6M | +8.6% | +1.5% | +7.1% | +7.0% |
| YTD | +3.5% | -8.0% | +11.5% | +3.7% |
| 1Y | +7.0% | -24.7% | +31.8% | +12.8% |
| 3Y | +76.3% | -28.4% | +104.7% | +78.5% |
| 5Y | +74.8% | +2.8% | +72.0% | +50.5% |
| All | +413.4% | +207.9% | +205.5% | +235.0% |
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