-3.4%
BDX vs IWD
+73.8%
-77.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +1.3% | -0.8% | +2.1% | +1.9% |
| 3M | +20.2% | +8.0% | +12.2% | +13.7% |
| 6M | +8.6% | +18.2% | -9.6% | -4.0% |
| YTD | +19.0% | +22.3% | -3.4% | +2.5% |
| 1Y | +21.2% | +28.9% | -7.7% | +0.6% |
| 3Y | -9.7% | +71.5% | -81.2% | -38.4% |
| 5Y | -3.4% | +73.6% | -77.0% | -35.9% |
| All | -3.4% | +73.8% | -77.2% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling