+90.6%
BBY vs IWD
+85.5%
+5.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.4% |
| 7D | +3.7% | -0.6% | +4.3% | +4.6% |
| 30D | +20.9% | +3.6% | +17.3% | +15.2% |
| 3M | +27.6% | +2.7% | +24.9% | +23.3% |
| 6M | +86.9% | +13.2% | +73.7% | +56.3% |
| YTD | +63.3% | +26.8% | +36.6% | +14.3% |
| 1Y | +42.6% | +29.3% | +13.3% | -3.3% |
| All | +90.6% | +85.5% | +5.1% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling