+1,414.9%
BDX vs IWD
+749.4%
+665.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.8% |
| 30D | +13.6% | +3.6% | +10.0% | +11.3% |
| 3M | +18.9% | +2.7% | +16.3% | +17.2% |
| 6M | +51.8% | +13.2% | +38.6% | +41.3% |
| YTD | +43.3% | +26.8% | +16.6% | +25.0% |
| 1Y | +48.0% | +29.3% | +18.7% | +27.6% |
| 3Y | +23.7% | +85.1% | -61.5% | -13.1% |
| 5Y | +24.9% | +74.2% | -49.3% | -9.5% |
| 10Y | +92.2% | +204.6% | -112.4% | -0.4% |
| All | +1,414.9% | +749.4% | +665.5% | +333.1% |
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