+214.7%
BMY vs IWD
+728.9%
-514.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -0.5% | -0.5% | -0.1% | -0.2% |
| 30D | +4.1% | +2.7% | +1.4% | +2.4% |
| 3M | -2.1% | +0.9% | -3.0% | -2.6% |
| 6M | +12.2% | +10.5% | +1.7% | +5.2% |
| YTD | +20.3% | +23.7% | -3.4% | +5.0% |
| 1Y | +39.2% | +28.7% | +10.5% | +18.5% |
| 3Y | +35.6% | +79.7% | -44.1% | -7.0% |
| 5Y | +28.6% | +69.7% | -41.1% | -9.8% |
| 10Y | +73.9% | +211.4% | -137.6% | -19.9% |
| All | +214.7% | +728.9% | -514.2% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling