+25.7%
BIL vs IWD
+203.8%
-178.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | 0.0% | +3.6% | -3.6% | 0.0% |
| 3M | +0.6% | +2.0% | -1.4% | +0.6% |
| 6M | +1.5% | +13.1% | -11.5% | +1.5% |
| YTD | +2.8% | +26.2% | -23.4% | +2.8% |
| 1Y | +3.3% | +29.6% | -26.2% | +3.3% |
| 3Y | +13.4% | +84.3% | -70.9% | +13.4% |
| 5Y | +19.8% | +73.4% | -53.6% | +19.8% |
| 10Y | +25.7% | +202.4% | -176.8% | +25.4% |
| All | +25.7% | +203.8% | -178.1% | +25.4% |
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