+497.6%
BNY vs IWD
+719.8%
-222.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.1% |
| 7D | +1.5% | -0.2% | +1.6% | +1.7% |
| 30D | +3.3% | -0.8% | +4.1% | +4.4% |
| 3M | +15.3% | +8.0% | +7.3% | +3.5% |
| 6M | +42.5% | +18.2% | +24.3% | +12.9% |
| YTD | +42.0% | +22.3% | +19.7% | +7.5% |
| 1Y | +59.3% | +28.9% | +30.4% | +12.2% |
| 3Y | +291.2% | +71.5% | +219.7% | +85.3% |
| 5Y | +252.1% | +73.6% | +178.5% | +65.0% |
| 10Y | +407.1% | +194.7% | +212.4% | +11.3% |
| All | +497.6% | +719.8% | -222.1% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling