+267.9%
BN vs IWD
+198.0%
+69.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.1% |
| 30D | -9.5% | +0.6% | -10.1% | -10.2% |
| 3M | -10.4% | +7.2% | -17.6% | -18.4% |
| 6M | -6.4% | +16.2% | -22.6% | -23.2% |
| YTD | -11.9% | +23.3% | -35.2% | -33.2% |
| 1Y | -8.6% | +29.6% | -38.2% | -35.0% |
| 3Y | +77.6% | +70.5% | +7.1% | -8.6% |
| 5Y | +37.0% | +73.5% | -36.4% | -29.3% |
| All | +267.9% | +198.0% | +69.9% | +6.0% |
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