+94.8%
BN vs IWD
+85.1%
+9.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -2.0% |
| 7D | -1.0% | +2.3% | -3.3% | -4.8% |
| 30D | +14.0% | +3.6% | +10.4% | +7.4% |
| 3M | -9.0% | +2.2% | -11.2% | -12.1% |
| 6M | -8.8% | +13.0% | -21.8% | -26.1% |
| YTD | -10.3% | +26.5% | -36.8% | -40.4% |
| 1Y | -5.8% | +30.1% | -35.9% | -40.5% |
| 3Y | +94.8% | +84.9% | +9.9% | -37.4% |
| All | +94.8% | +85.1% | +9.6% | -37.4% |
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