+1,196.9%
BDX vs IWD
+726.5%
+470.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.1% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | +8.3% | +0.6% | +7.7% | +7.9% |
| 3M | +24.4% | +7.2% | +17.2% | +19.5% |
| 6M | +9.2% | +16.2% | -7.0% | 0.0% |
| YTD | +22.7% | +23.3% | -0.6% | +8.7% |
| 1Y | +25.9% | +29.6% | -3.7% | +8.4% |
| 3Y | -10.5% | +70.5% | -80.9% | -34.1% |
| 5Y | +1.9% | +73.5% | -71.6% | -26.0% |
| 10Y | +58.7% | +198.3% | -139.6% | -16.7% |
| All | +1,196.9% | +726.5% | +470.4% | +276.7% |
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