+289.2%
BN vs IWD
+203.8%
+85.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | +1.6% | +2.7% | +2.3% |
| 30D | +14.3% | +3.6% | +10.7% | +9.2% |
| 3M | -4.1% | +2.0% | -6.1% | -6.4% |
| 6M | -9.7% | +13.1% | -22.7% | -23.2% |
| YTD | -7.1% | +26.2% | -33.3% | -31.7% |
| 1Y | -7.4% | +29.6% | -37.0% | -34.2% |
| 3Y | +102.3% | +84.3% | +18.0% | -6.3% |
| 5Y | +35.9% | +73.4% | -37.5% | -30.2% |
| 10Y | +289.2% | +202.4% | +86.7% | +7.3% |
| All | +289.2% | +203.8% | +85.4% | +7.3% |
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