+614.2%
BBY vs IWD
+749.4%
-135.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.5% |
| 7D | +3.7% | -0.6% | +4.3% | +4.5% |
| 30D | +20.9% | +3.6% | +17.3% | +16.6% |
| 3M | +27.6% | +2.7% | +24.9% | +24.5% |
| 6M | +86.9% | +13.2% | +73.7% | +63.3% |
| YTD | +63.3% | +26.8% | +36.6% | +25.5% |
| 1Y | +42.6% | +29.3% | +13.3% | +7.3% |
| 3Y | +89.8% | +85.1% | +4.7% | -1.6% |
| 5Y | -0.1% | +74.2% | -74.3% | -43.7% |
| 10Y | +294.3% | +204.6% | +89.7% | +23.2% |
| All | +614.2% | +749.4% | -135.2% | -30.0% |
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