+246.5%
BBY vs IWD
+203.8%
+42.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.0% |
| 7D | +0.6% | -0.8% | +1.4% | +1.6% |
| 30D | +9.4% | -0.8% | +10.2% | +10.6% |
| 3M | +19.3% | +6.9% | +12.4% | +10.1% |
| 6M | +47.9% | +18.3% | +29.6% | +20.3% |
| YTD | +39.6% | +22.4% | +17.2% | +9.0% |
| 1Y | +22.2% | +27.4% | -5.2% | -9.0% |
| 3Y | +45.0% | +71.2% | -26.2% | -22.2% |
| 5Y | +2.6% | +75.7% | -73.1% | -45.8% |
| All | +246.5% | +203.8% | +42.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling