+641.7%
BE vs IWD
+152.4%
+489.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -13.4% | +1.6% | -14.9% | -15.4% |
| 30D | -33.9% | +3.6% | -37.5% | -37.7% |
| 3M | -12.0% | +2.0% | -14.0% | -14.7% |
| 6M | -29.0% | +13.1% | -42.0% | -42.6% |
| YTD | +113.4% | +26.2% | +87.2% | +43.9% |
| 1Y | +33.2% | +29.6% | +3.6% | -13.6% |
| 3Y | +1,659.2% | +84.3% | +1,574.9% | +546.5% |
| 5Y | +461.4% | +73.4% | +387.9% | +147.1% |
| All | +641.7% | +152.4% | +489.3% | +62.0% |
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