+606.8%
BBY vs IWD
+747.8%
-141.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +4.5% | +2.3% | +2.2% | +2.0% |
| 30D | +16.8% | +3.6% | +13.2% | +12.7% |
| 3M | +23.2% | +2.2% | +21.1% | +20.8% |
| 6M | +91.9% | +13.0% | +79.0% | +68.1% |
| YTD | +61.6% | +26.5% | +35.1% | +24.5% |
| 1Y | +43.9% | +30.1% | +13.7% | +7.5% |
| 3Y | +88.6% | +84.9% | +3.8% | -2.1% |
| 5Y | -3.1% | +73.4% | -76.4% | -45.1% |
| 10Y | +290.2% | +204.0% | +86.2% | +22.2% |
| All | +606.8% | +747.8% | -141.0% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling