+58.2%
BMY vs IWD
+203.8%
-145.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.8% | +1.6% | +0.2% | +0.8% |
| 30D | +6.2% | +3.6% | +2.6% | +4.0% |
| 3M | -2.1% | +2.0% | -4.2% | -3.3% |
| 6M | +14.3% | +13.1% | +1.2% | +6.2% |
| YTD | +21.6% | +26.2% | -4.6% | +5.8% |
| 1Y | +38.8% | +29.6% | +9.2% | +19.0% |
| 3Y | +42.9% | +84.3% | -41.4% | -0.4% |
| 5Y | +30.1% | +73.4% | -43.4% | -7.1% |
| 10Y | +58.2% | +202.4% | -144.3% | -15.0% |
| All | +58.2% | +203.8% | -145.6% | -15.0% |
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