+506.7%
BBY vs IWD
+726.5%
-219.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.9% |
| 7D | +9.5% | -0.3% | +9.8% | +9.8% |
| 30D | +6.8% | +0.6% | +6.2% | +6.2% |
| 3M | +28.9% | +7.2% | +21.6% | +19.2% |
| 6M | +37.8% | +16.2% | +21.6% | +16.2% |
| YTD | +38.7% | +23.3% | +15.4% | +9.5% |
| 1Y | +23.7% | +29.6% | -5.9% | -7.3% |
| 3Y | +39.1% | +70.5% | -31.3% | -21.3% |
| 5Y | -0.4% | +73.5% | -73.9% | -43.9% |
| 10Y | +234.0% | +198.3% | +35.7% | +6.4% |
| All | +506.7% | +726.5% | -219.8% | -38.9% |
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