+82.0%
BN vs IWD
+70.7%
+11.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.0% |
| 30D | -9.5% | +0.6% | -10.1% | -10.4% |
| 3M | -10.4% | +7.2% | -17.6% | -20.8% |
| 6M | -6.4% | +16.2% | -22.6% | -28.2% |
| YTD | -11.9% | +23.3% | -35.2% | -39.2% |
| 1Y | -8.6% | +29.6% | -38.2% | -42.2% |
| All | +82.0% | +70.7% | +11.4% | -31.3% |
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 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