+60.1%
BMY vs IWD
+203.0%
-143.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +2.1% | +2.3% | -0.2% | +0.7% |
| 30D | +7.0% | +3.6% | +3.4% | +4.8% |
| 3M | -0.9% | +2.2% | -3.0% | -2.1% |
| 6M | +14.9% | +13.0% | +2.0% | +6.9% |
| YTD | +22.8% | +26.5% | -3.7% | +6.7% |
| 1Y | +36.2% | +30.1% | +6.1% | +16.5% |
| 3Y | +45.7% | +84.9% | -39.2% | +1.3% |
| 5Y | +31.3% | +73.4% | -42.1% | -6.2% |
| All | +60.1% | +203.0% | -143.0% | -13.9% |
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