+7,861.0%
BLK vs IWD
+719.8%
+7,141.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.7% |
| 30D | -3.6% | -0.8% | -2.8% | -2.7% |
| 3M | +10.1% | +8.0% | +2.1% | +0.6% |
| 6M | +15.3% | +18.2% | -2.9% | -5.0% |
| YTD | +3.5% | +22.3% | -18.8% | -17.9% |
| 1Y | +0.7% | +28.9% | -28.1% | -24.7% |
| 3Y | +68.7% | +71.5% | -2.8% | -8.6% |
| 5Y | +33.1% | +73.6% | -40.5% | -27.2% |
| 10Y | +274.2% | +194.7% | +79.5% | +14.7% |
| All | +7,861.0% | +719.8% | +7,141.2% | +1,040.6% |
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