+965.3%
IWF vs BAH
+886.2%
+79.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.3% |
| 7D | +0.5% | -3.2% | +3.8% | +1.3% |
| 30D | -0.4% | +2.0% | -2.4% | -1.0% |
| 3M | -2.6% | -7.6% | +5.0% | -1.3% |
| 6M | +9.1% | -5.7% | +14.8% | +9.5% |
| YTD | +4.5% | -11.7% | +16.2% | +5.7% |
| 1Y | +10.1% | -27.4% | +37.5% | +16.6% |
| 3Y | +77.6% | -32.5% | +110.2% | +84.6% |
| 5Y | +73.7% | -3.3% | +77.1% | +59.1% |
| 10Y | +411.5% | +186.0% | +225.5% | +251.0% |
| All | +965.3% | +886.2% | +79.1% | +417.2% |
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