-12.8%
BKNG vs IWD
+30.5%
-43.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.3% |
| 7D | -6.0% | -0.3% | -5.7% | -5.7% |
| 30D | -6.6% | +0.6% | -7.2% | -7.1% |
| 3M | +15.7% | +7.2% | +8.5% | +8.5% |
| 6M | +14.1% | +16.2% | -2.1% | -1.8% |
| YTD | -9.3% | +23.3% | -32.7% | -26.4% |
| 1Y | -12.8% | +29.6% | -42.3% | -32.4% |
| All | -12.8% | +30.5% | -43.2% | -32.4% |
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 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