-7.4%
BN vs IWD
+29.9%
-37.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +4.3% | +1.6% | +2.7% | +1.7% |
| 30D | +14.3% | +3.6% | +10.7% | +8.1% |
| 3M | -4.1% | +2.0% | -6.1% | -7.0% |
| 6M | -9.7% | +13.1% | -22.7% | -25.9% |
| YTD | -7.1% | +26.2% | -33.3% | -37.2% |
| 1Y | -7.4% | +29.6% | -37.0% | -40.2% |
| All | -7.4% | +29.9% | -37.3% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling