+121.4%
BKR vs IWD
+201.1%
-79.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.3% |
| 7D | -6.7% | -2.3% | -4.3% | -3.6% |
| 30D | -8.3% | -1.8% | -6.6% | -6.1% |
| 3M | -5.4% | +8.0% | -13.4% | -15.3% |
| 6M | +0.8% | +17.0% | -16.2% | -19.1% |
| YTD | +31.8% | +21.3% | +10.6% | +0.9% |
| 1Y | +28.6% | +27.9% | +0.6% | -8.7% |
| 3Y | +71.2% | +70.1% | +1.2% | -17.1% |
| 5Y | +179.2% | +74.2% | +105.1% | +29.7% |
| All | +121.4% | +201.1% | -79.7% | -42.7% |
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 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