+28.6%
BMY vs IWD
+68.9%
-40.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -0.5% | -0.5% | -0.1% | -0.3% |
| 30D | +4.1% | +2.7% | +1.4% | +2.6% |
| 3M | -2.1% | +0.9% | -3.0% | -2.5% |
| 6M | +12.2% | +10.5% | +1.7% | +6.3% |
| YTD | +20.3% | +23.7% | -3.4% | +7.4% |
| 1Y | +39.2% | +28.7% | +10.5% | +21.7% |
| 3Y | +35.6% | +79.7% | -44.1% | +1.8% |
| All | +28.6% | +68.9% | -40.2% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling