+214.7%
BMY vs IWD
+745.6%
-530.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -1.3% |
| 7D | -1.4% | +1.3% | -2.6% | -2.2% |
| 30D | +5.1% | +3.6% | +1.5% | +2.8% |
| 3M | -3.0% | +2.3% | -5.3% | -4.4% |
| 6M | +13.1% | +13.0% | 0.0% | +4.5% |
| YTD | +20.3% | +26.2% | -5.9% | +3.7% |
| 1Y | +39.0% | +30.5% | +8.6% | +17.3% |
| 3Y | +42.0% | +86.2% | -44.2% | -4.8% |
| 5Y | +28.5% | +72.9% | -44.3% | -10.9% |
| 10Y | +57.5% | +205.0% | -147.5% | -26.5% |
| All | +214.7% | +745.6% | -530.8% | -29.7% |
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 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