+39.1%
BKNG vs IWD
+69.9%
-30.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.2% |
| 7D | -13.1% | -1.2% | -11.9% | -12.0% |
| 30D | -18.5% | -1.6% | -16.9% | -17.0% |
| 3M | +5.8% | +7.0% | -1.3% | -1.0% |
| 6M | -2.1% | +17.0% | -19.1% | -16.5% |
| YTD | -18.6% | +21.6% | -40.3% | -33.4% |
| 1Y | -21.7% | +28.0% | -49.7% | -39.1% |
| All | +39.1% | +69.9% | -30.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling