+193.1%
BNY vs IWD
+72.9%
+120.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | +3.9% | +2.3% | +1.6% | +1.2% |
| 30D | +11.9% | +3.6% | +8.4% | +7.5% |
| 3M | -5.0% | +2.2% | -7.2% | -7.4% |
| 6M | +14.6% | +13.0% | +1.6% | -0.9% |
| YTD | +34.5% | +26.5% | +8.0% | +1.7% |
| 1Y | +40.6% | +30.1% | +10.5% | +2.8% |
| 3Y | +261.7% | +84.9% | +176.9% | +72.0% |
| All | +193.1% | +72.9% | +120.2% | +53.9% |
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