+911.5%
BE vs IWD
+146.6%
+764.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.0% | +8.6% |
| 7D | +20.0% | -0.3% | +20.2% | +20.6% |
| 30D | +7.9% | +0.6% | +7.3% | +6.6% |
| 3M | -13.2% | +7.2% | -20.4% | -23.6% |
| 6M | +53.5% | +16.2% | +37.3% | +18.8% |
| YTD | +191.0% | +23.3% | +167.7% | +103.4% |
| 1Y | +360.5% | +29.6% | +330.9% | +198.6% |
| 3Y | +1,568.0% | +70.5% | +1,497.5% | +604.3% |
| 5Y | +1,055.2% | +73.5% | +981.7% | +410.0% |
| All | +911.5% | +146.6% | +764.8% | +128.8% |
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