+7,901.8%
BLK vs IWD
+719.8%
+7,182.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.2% |
| 30D | -3.1% | -0.8% | -2.3% | -2.2% |
| 3M | +10.7% | +8.0% | +2.6% | +1.2% |
| 6M | +15.9% | +18.2% | -2.3% | -4.5% |
| YTD | +4.0% | +22.3% | -18.3% | -17.5% |
| 1Y | +1.3% | +28.9% | -27.6% | -24.3% |
| 3Y | +69.6% | +71.5% | -2.0% | -8.2% |
| 5Y | +33.8% | +73.6% | -39.8% | -26.8% |
| 10Y | +276.2% | +194.7% | +81.5% | +15.3% |
| All | +7,901.8% | +719.8% | +7,182.0% | +1,046.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling