+30.4%
BIL vs IWD
+351.1%
-320.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | 0.0% | +2.7% | -2.7% | 0.0% |
| 3M | +0.3% | +0.9% | -0.6% | +0.3% |
| 6M | +1.2% | +10.5% | -9.3% | +1.3% |
| YTD | +2.5% | +23.7% | -21.2% | +2.5% |
| 1Y | +3.0% | +28.7% | -25.7% | +3.1% |
| 3Y | +13.2% | +79.7% | -66.6% | +13.4% |
| 5Y | +19.4% | +69.7% | -50.3% | +19.6% |
| 10Y | +25.2% | +211.4% | -186.2% | +25.7% |
| All | +30.4% | +351.1% | -320.8% | +31.1% |
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