+84.8%
BDX vs IWD
+203.8%
-119.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +7.3% | +1.6% | +5.7% | +6.2% |
| 30D | +15.7% | +3.6% | +12.1% | +13.1% |
| 3M | +19.1% | +2.0% | +17.0% | +17.5% |
| 6M | +44.1% | +13.1% | +31.1% | +33.2% |
| YTD | +42.1% | +26.2% | +15.9% | +22.2% |
| 1Y | +52.6% | +29.6% | +23.0% | +29.2% |
| 3Y | +22.6% | +84.3% | -61.7% | -16.7% |
| 5Y | +23.3% | +73.4% | -50.1% | -13.6% |
| 10Y | +84.8% | +202.4% | -117.6% | -1.4% |
| All | +84.8% | +203.8% | -119.0% | -1.4% |
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