+8,833.5%
BLK vs IWD
+747.8%
+8,085.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | +3.7% | +2.3% | +1.5% | +1.1% |
| 30D | +13.9% | +3.6% | +10.3% | +9.5% |
| 3M | +3.9% | +2.2% | +1.8% | +1.6% |
| 6M | +13.0% | +13.0% | 0.0% | -1.7% |
| YTD | +16.1% | +26.5% | -10.4% | -11.2% |
| 1Y | +16.8% | +30.1% | -13.4% | -13.5% |
| 3Y | +97.7% | +84.9% | +12.8% | -1.7% |
| 5Y | +42.1% | +73.4% | -31.2% | -22.1% |
| 10Y | +321.3% | +204.0% | +117.3% | +24.7% |
| All | +8,833.5% | +747.8% | +8,085.7% | +1,133.4% |
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 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