+593.0%
BE vs IWD
+147.4%
+445.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.6% | -8.1% |
| 7D | -14.7% | -0.5% | -14.3% | -14.0% |
| 30D | -40.5% | +2.7% | -43.2% | -43.3% |
| 3M | -24.3% | +0.9% | -25.2% | -25.5% |
| 6M | -39.3% | +10.5% | -49.9% | -49.0% |
| YTD | +99.4% | +23.7% | +75.7% | +38.9% |
| 1Y | +26.6% | +28.7% | -2.1% | -17.2% |
| 3Y | +1,616.9% | +79.7% | +1,537.2% | +556.6% |
| 5Y | +441.4% | +69.7% | +371.7% | +147.0% |
| All | +593.0% | +147.4% | +445.6% | +56.3% |
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