+465.9%
BNY vs IWD
+747.8%
-281.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.1% |
| 7D | +3.9% | +2.3% | +1.6% | +0.7% |
| 30D | +11.9% | +3.6% | +8.4% | +6.7% |
| 3M | -5.0% | +2.2% | -7.2% | -7.8% |
| 6M | +14.6% | +13.0% | +1.6% | -3.3% |
| YTD | +34.5% | +26.5% | +8.0% | -2.8% |
| 1Y | +40.6% | +30.1% | +10.5% | -2.3% |
| 3Y | +261.7% | +84.9% | +176.9% | +54.6% |
| 5Y | +192.3% | +73.4% | +118.9% | +37.2% |
| 10Y | +324.0% | +204.0% | +120.0% | -10.8% |
| All | +465.9% | +747.8% | -281.9% | -66.3% |
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 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