+31.2%
BLK vs IWD
+72.9%
-41.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.3% |
| 7D | -2.7% | -1.2% | -1.5% | -1.0% |
| 30D | -4.8% | -1.6% | -3.1% | -2.5% |
| 3M | +6.5% | +7.0% | -0.5% | -3.2% |
| 6M | +13.2% | +17.0% | -3.8% | -9.1% |
| YTD | +1.8% | +21.6% | -19.8% | -22.4% |
| 1Y | -1.0% | +28.0% | -29.0% | -29.6% |
| 3Y | +66.0% | +70.6% | -4.6% | -21.1% |
| 5Y | +31.2% | +73.3% | -42.1% | -38.2% |
| All | +31.2% | +72.9% | -41.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling