+64.6%
BMY vs IWD
+195.0%
-130.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | -4.8% | -1.2% | -3.6% | -4.1% |
| 30D | -0.7% | -1.6% | +1.0% | +0.4% |
| 3M | +15.3% | +7.0% | +8.3% | +10.8% |
| 6M | +8.5% | +17.0% | -8.4% | -1.2% |
| YTD | +23.4% | +21.6% | +1.8% | +9.8% |
| 1Y | +42.9% | +28.0% | +14.9% | +23.3% |
| 3Y | +22.0% | +70.6% | -48.6% | -11.2% |
| 5Y | +24.3% | +73.3% | -49.0% | -11.4% |
| 10Y | +64.6% | +200.5% | -135.9% | -18.2% |
| All | +64.6% | +195.0% | -130.4% | -18.2% |
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 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