+903.8%
IWF vs BAH
+1,079.0%
-175.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +5.3% | -2.6% | +7.8% | +5.9% |
| 30D | -8.6% | +20.4% | -29.0% | -12.7% |
| 3M | -6.5% | +11.9% | -18.4% | -9.4% |
| 6M | -5.6% | +17.1% | -22.8% | -10.2% |
| YTD | -1.5% | +5.5% | -7.1% | -5.0% |
| 1Y | -2.8% | +5.6% | -8.4% | -6.5% |
| 3Y | +67.1% | -26.5% | +93.7% | +70.8% |
| 5Y | +57.6% | +6.5% | +51.1% | +41.5% |
| 10Y | +390.4% | +203.0% | +187.3% | +230.6% |
| All | +903.8% | +1,079.0% | -175.2% | +365.1% |
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