+30.3%
BN vs IWD
+68.9%
-38.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | -5.7% | +0.9% | -6.6% | -6.9% |
| 6M | -10.6% | +10.5% | -21.2% | -24.0% |
| YTD | -9.4% | +23.7% | -33.1% | -35.7% |
| 1Y | -8.8% | +28.7% | -37.5% | -39.3% |
| 3Y | +95.6% | +79.7% | +15.9% | -21.3% |
| All | +30.3% | +68.9% | -38.5% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling