+274.7%
BBY vs IWD
+203.0%
+71.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +4.5% | +2.3% | +2.2% | +1.7% |
| 30D | +16.8% | +3.6% | +13.2% | +12.3% |
| 3M | +23.2% | +2.2% | +21.1% | +20.6% |
| 6M | +91.9% | +13.0% | +79.0% | +66.1% |
| YTD | +61.6% | +26.5% | +35.1% | +21.5% |
| 1Y | +43.9% | +30.1% | +13.7% | +4.6% |
| 3Y | +88.6% | +84.9% | +3.8% | -7.4% |
| 5Y | -3.1% | +73.4% | -76.4% | -48.1% |
| All | +274.7% | +203.0% | +71.7% | +3.8% |
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