+113.3%
BSX vs IWD
+203.0%
-89.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | +3.7% | +2.3% | +1.4% | +1.6% |
| 30D | +3.1% | +3.6% | -0.5% | 0.0% |
| 3M | -14.2% | +2.2% | -16.4% | -15.8% |
| 6M | -16.4% | +13.0% | -29.4% | -25.2% |
| YTD | -53.5% | +26.5% | -80.0% | -62.7% |
| 1Y | -57.8% | +30.1% | -87.9% | -67.1% |
| 3Y | -17.4% | +84.9% | -102.3% | -54.4% |
| 5Y | +5.4% | +73.4% | -68.0% | -38.2% |
| All | +113.3% | +203.0% | -89.7% | -21.8% |
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