+112.8%
BP vs IWD
+72.9%
+39.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +3.8% | +2.3% | +1.5% | +2.0% |
| 30D | -5.3% | +3.6% | -8.9% | -8.0% |
| 3M | +9.3% | +2.2% | +7.1% | +7.1% |
| 6M | +7.2% | +13.0% | -5.7% | -3.4% |
| YTD | +38.0% | +26.5% | +11.5% | +12.3% |
| 1Y | +33.2% | +30.1% | +3.1% | +5.7% |
| 3Y | +50.3% | +84.9% | -34.6% | -14.3% |
| All | +112.8% | +72.9% | +39.9% | +29.4% |
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