+209.9%
BKNG vs IWD
+201.1%
+8.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -10.7% | -2.3% | -8.3% | -8.2% |
| 30D | -18.1% | -1.8% | -16.3% | -16.3% |
| 3M | +8.5% | +8.0% | +0.5% | -0.3% |
| 6M | -0.1% | +17.0% | -17.0% | -16.3% |
| YTD | -18.2% | +21.3% | -39.5% | -34.3% |
| 1Y | -19.9% | +27.9% | -47.8% | -39.4% |
| 3Y | +41.6% | +70.1% | -28.5% | -22.7% |
| 5Y | +93.1% | +74.2% | +18.9% | +4.1% |
| All | +209.9% | +201.1% | +8.8% | +2.1% |
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 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