+8.5%
IWF vs BAH
-26.7%
+35.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.5% | -1.3% | +1.9% | +0.5% |
| 30D | -1.4% | -6.6% | +5.2% | -1.3% |
| 3M | +0.4% | -7.2% | +7.6% | +0.8% |
| 6M | +8.5% | -10.0% | +18.4% | +8.9% |
| YTD | +3.7% | -12.5% | +16.1% | +4.4% |
| 1Y | +8.5% | -27.9% | +36.4% | +9.4% |
| All | +8.5% | -26.7% | +35.2% | +9.4% |
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 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