+140.1%
BP vs IWD
+202.4%
-62.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +2.5% | +1.7% | +0.8% | +0.7% |
| 30D | -5.6% | +3.2% | -8.8% | -8.9% |
| 3M | +8.0% | +2.3% | +5.7% | +5.0% |
| 6M | +5.7% | +12.9% | -7.3% | -7.9% |
| YTD | +36.8% | +26.2% | +10.6% | +5.2% |
| 1Y | +30.7% | +28.3% | +2.4% | -1.3% |
| 3Y | +51.6% | +84.4% | -32.8% | -24.1% |
| 5Y | +112.2% | +73.0% | +39.2% | +13.4% |
| All | +140.1% | +202.4% | -62.3% | -28.3% |
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