+2,023.8%
BKNG vs IWD
+719.8%
+1,304.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -5.8% |
| 7D | -7.9% | -0.2% | -7.7% | -7.7% |
| 30D | -15.9% | -0.8% | -15.1% | -15.0% |
| 3M | +11.1% | +8.0% | +3.1% | +1.7% |
| 6M | -0.7% | +18.2% | -18.9% | -18.4% |
| YTD | -15.4% | +22.3% | -37.8% | -33.3% |
| 1Y | -18.5% | +28.9% | -47.4% | -39.5% |
| 3Y | +46.5% | +71.5% | -25.1% | -22.6% |
| 5Y | +98.8% | +73.6% | +25.2% | +5.2% |
| 10Y | +218.4% | +194.7% | +23.7% | -9.0% |
| All | +2,023.8% | +719.8% | +1,304.0% | +73.8% |
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