-13.6%
BKNG vs IWD
+33.0%
-46.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +6.5% |
| 7D | +15.6% | +2.5% | +13.0% | +12.1% |
| 30D | +8.0% | +6.0% | +2.0% | +1.0% |
| 3M | -11.8% | +3.8% | -15.5% | -15.3% |
| 6M | +3.8% | +16.3% | -12.6% | -11.1% |
| YTD | -19.6% | +27.5% | -47.1% | -38.2% |
| 1Y | -13.6% | +32.8% | -46.4% | -37.7% |
| All | -13.6% | +33.0% | -46.6% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling