+79.3%
IWF vs BAH
-32.1%
+111.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +1.5% | -4.3% | +5.8% | +1.8% |
| 30D | -1.3% | -4.5% | +3.2% | -1.0% |
| 3M | +0.1% | -7.6% | +7.7% | +0.7% |
| 6M | +10.3% | -10.6% | +20.9% | +11.1% |
| YTD | +4.2% | -12.6% | +16.7% | +4.9% |
| 1Y | +9.3% | -27.0% | +36.3% | +12.0% |
| 3Y | +79.3% | -31.5% | +110.8% | +74.8% |
| All | +79.3% | -32.1% | +111.5% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling