+102.7%
IWF vs BBAI
-70.8%
+173.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.5% | -4.3% | +4.8% | +0.6% |
| 30D | -0.4% | -3.6% | +3.2% | -0.3% |
| 3M | -2.6% | -38.8% | +36.2% | -1.7% |
| 6M | +9.1% | -23.8% | +32.9% | +9.6% |
| YTD | +4.5% | -45.9% | +50.4% | +5.4% |
| 1Y | +10.1% | -40.8% | +50.9% | +10.7% |
| 3Y | +77.6% | +69.8% | +7.9% | +74.5% |
| 5Y | +73.7% | -70.3% | +144.0% | +71.6% |
| All | +102.7% | -70.8% | +173.5% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling