+127.7%
BP vs IWD
+212.1%
-84.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -1.9% |
| 7D | -6.9% | +1.3% | -8.1% | -8.3% |
| 30D | -3.6% | +3.6% | -7.2% | -7.3% |
| 3M | +8.4% | +2.3% | +6.1% | +5.3% |
| 6M | +5.3% | +13.0% | -7.7% | -8.2% |
| YTD | +33.2% | +26.2% | +7.0% | +2.5% |
| 1Y | +28.2% | +30.5% | -2.3% | -5.0% |
| 3Y | +49.2% | +86.2% | -37.0% | -26.1% |
| 5Y | +102.9% | +72.9% | +30.0% | +8.5% |
| 10Y | +127.7% | +205.0% | -77.3% | -33.5% |
| All | +127.7% | +212.1% | -84.4% | -33.5% |
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