+269.1%
BLK vs IWD
+201.1%
+68.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.5% |
| 7D | -5.2% | -2.3% | -2.8% | -2.3% |
| 30D | -7.0% | -1.8% | -5.3% | -4.9% |
| 3M | +5.7% | +8.0% | -2.4% | -4.1% |
| 6M | +11.0% | +17.0% | -6.0% | -8.7% |
| YTD | +0.9% | +21.3% | -20.4% | -20.6% |
| 1Y | -1.6% | +27.9% | -29.6% | -27.5% |
| 3Y | +64.5% | +70.1% | -5.6% | -14.3% |
| 5Y | +30.9% | +74.2% | -43.3% | -32.4% |
| All | +269.1% | +201.1% | +68.0% | +0.8% |
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 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