+109.9%
BSX vs IWD
+205.2%
-95.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.5% |
| 7D | -1.5% | -0.6% | -0.9% | -1.0% |
| 30D | +2.9% | +3.6% | -0.7% | -0.2% |
| 3M | -11.8% | +2.7% | -14.5% | -13.8% |
| 6M | -15.4% | +13.2% | -28.6% | -24.5% |
| YTD | -52.7% | +26.8% | -79.4% | -62.1% |
| 1Y | -56.0% | +29.3% | -85.2% | -65.4% |
| 3Y | -12.5% | +85.1% | -97.6% | -51.7% |
| 5Y | +7.6% | +74.2% | -66.7% | -37.2% |
| 10Y | +109.9% | +204.6% | -94.7% | -20.3% |
| All | +109.9% | +205.2% | -95.3% | -20.3% |
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