+128.6%
BP vs IWD
+73.6%
+55.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | +7.6% | +0.6% | +7.0% | +7.0% |
| 3M | +0.7% | +7.2% | -6.5% | -5.1% |
| 6M | +15.5% | +16.2% | -0.7% | +1.3% |
| YTD | +30.8% | +23.3% | +7.5% | +8.9% |
| 1Y | +34.3% | +29.6% | +4.7% | +6.8% |
| 3Y | +35.1% | +70.5% | -35.4% | -16.9% |
| All | +128.6% | +73.6% | +55.0% | +36.7% |
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 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