+95.6%
BN vs IWD
+78.7%
+16.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.3% |
| 7D | +5.3% | -0.5% | +5.8% | +6.3% |
| 30D | +11.9% | +2.7% | +9.2% | +7.1% |
| 3M | -5.7% | +0.9% | -6.6% | -7.0% |
| 6M | -10.6% | +10.5% | -21.2% | -24.8% |
| YTD | -9.4% | +23.7% | -33.1% | -37.3% |
| 1Y | -8.8% | +28.7% | -37.5% | -41.1% |
| 3Y | +95.6% | +79.7% | +15.9% | -29.8% |
| All | +95.6% | +78.7% | +16.9% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling