+45.7%
BMY vs IWD
+85.1%
-39.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | +2.1% | +2.3% | -0.2% | +0.4% |
| 30D | +7.0% | +3.6% | +3.4% | +4.4% |
| 3M | -0.9% | +2.2% | -3.0% | -2.3% |
| 6M | +14.9% | +13.0% | +2.0% | +5.5% |
| YTD | +22.8% | +26.5% | -3.7% | +4.0% |
| 1Y | +36.2% | +30.1% | +6.1% | +13.1% |
| 3Y | +45.7% | +84.9% | -39.2% | -9.1% |
| All | +45.7% | +85.1% | -39.5% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling