+198.0%
BP vs IWD
+728.9%
-530.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -11.6% | -0.5% | -11.2% | -11.4% |
| 30D | 0.0% | +2.7% | -2.6% | -2.6% |
| 3M | +6.7% | +0.9% | +5.9% | +5.4% |
| 6M | +2.2% | +10.5% | -8.4% | -7.9% |
| YTD | +33.0% | +23.7% | +9.3% | +7.0% |
| 1Y | +30.7% | +28.7% | +2.0% | +1.2% |
| 3Y | +44.2% | +79.7% | -35.5% | -19.5% |
| 5Y | +105.1% | +69.7% | +35.5% | +20.8% |
| 10Y | +133.5% | +211.4% | -77.9% | -19.3% |
| All | +198.0% | +728.9% | -530.9% | -55.2% |
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