+675.5%
BE vs IWD
+152.3%
+523.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +8.2% |
| 7D | -1.2% | +1.3% | -2.5% | -3.0% |
| 30D | -30.9% | +3.6% | -34.5% | -34.8% |
| 3M | -11.6% | +2.3% | -13.9% | -14.8% |
| 6M | -25.7% | +13.0% | -38.8% | -40.0% |
| YTD | +123.1% | +26.2% | +97.0% | +50.5% |
| 1Y | +43.4% | +30.5% | +12.9% | -8.1% |
| 3Y | +1,683.6% | +86.2% | +1,597.4% | +543.5% |
| 5Y | +465.4% | +72.9% | +392.5% | +150.2% |
| All | +675.5% | +152.3% | +523.2% | +69.4% |
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