+73.4%
IWF vs BBAI
-71.4%
+144.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | -5.4% | +3.7% | -1.6% |
| 30D | -1.8% | -15.3% | +13.5% | -1.5% |
| 3M | +1.5% | -29.9% | +31.3% | +2.1% |
| 6M | +7.7% | -30.7% | +38.4% | +8.3% |
| YTD | +2.7% | -47.8% | +50.5% | +3.7% |
| 1Y | +6.8% | -40.4% | +47.1% | +7.3% |
| 3Y | +76.9% | +66.9% | +10.0% | +73.9% |
| 5Y | +73.4% | -71.4% | +144.8% | +68.5% |
| All | +73.4% | -71.4% | +144.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 5y: compounded portfolio wealth divided by compounded BBAI 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…
5y analysis · Full analysis span regression · 6 months rolling