+60.5%
BDX vs IWD
+195.0%
-134.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | -3.6% | -1.2% | -2.4% | -2.8% |
| 30D | +0.7% | -1.6% | +2.3% | +1.8% |
| 3M | +19.0% | +7.0% | +11.9% | +13.9% |
| 6M | +10.8% | +17.0% | -6.2% | 0.0% |
| YTD | +20.1% | +21.6% | -1.5% | +5.8% |
| 1Y | +23.1% | +28.0% | -4.9% | +5.0% |
| 3Y | -8.8% | +70.6% | -79.4% | -35.0% |
| 5Y | -1.4% | +73.3% | -74.8% | -30.9% |
| 10Y | +60.5% | +200.5% | -140.0% | -21.0% |
| All | +60.5% | +195.0% | -134.5% | -21.0% |
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 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