+737.9%
BE vs IWD
+153.5%
+584.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.4% | +12.5% | +12.2% |
| 7D | +4.5% | -0.6% | +5.1% | +6.7% |
| 30D | -20.1% | +3.6% | -23.7% | -24.6% |
| 3M | -0.8% | +2.7% | -3.5% | -4.9% |
| 6M | -26.2% | +13.2% | -39.4% | -40.5% |
| YTD | +141.1% | +26.8% | +114.3% | +61.4% |
| 1Y | +64.8% | +29.3% | +35.6% | +7.6% |
| 3Y | +1,887.4% | +85.1% | +1,802.2% | +625.1% |
| 5Y | +518.1% | +74.2% | +443.9% | +170.1% |
| All | +737.9% | +153.5% | +584.4% | +81.6% |
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