+406.7%
BNY vs IWD
+203.8%
+202.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -1.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.4% |
| 30D | -0.2% | -0.8% | +0.7% | +0.8% |
| 3M | +14.9% | +6.9% | +8.0% | +6.2% |
| 6M | +40.0% | +18.3% | +21.7% | +14.9% |
| YTD | +42.0% | +22.4% | +19.6% | +12.1% |
| 1Y | +56.9% | +27.4% | +29.4% | +18.1% |
| 3Y | +289.9% | +71.2% | +218.7% | +108.0% |
| 5Y | +259.2% | +75.7% | +183.5% | +87.9% |
| All | +406.7% | +203.8% | +202.9% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling