+8,787.5%
BLK vs IWD
+745.9%
+8,041.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +3.9% | +1.7% | +2.2% | +1.9% |
| 30D | +14.1% | +3.2% | +10.9% | +10.2% |
| 3M | +5.3% | +2.3% | +3.0% | +2.9% |
| 6M | +12.6% | +12.9% | -0.4% | -2.0% |
| YTD | +15.5% | +26.2% | -10.7% | -11.4% |
| 1Y | +13.6% | +28.3% | -14.7% | -14.4% |
| 3Y | +95.6% | +84.4% | +11.2% | -2.4% |
| 5Y | +41.4% | +73.0% | -31.6% | -22.3% |
| 10Y | +319.1% | +203.3% | +115.8% | +24.4% |
| All | +8,787.5% | +745.9% | +8,041.5% | +1,130.3% |
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