+281.4%
BSX vs IWD
+726.5%
-445.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +2.0% | -0.3% | +2.3% | +2.2% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | -2.1% | +7.2% | -9.4% | -8.1% |
| 6M | -33.8% | +16.2% | -50.0% | -42.3% |
| YTD | -49.9% | +23.3% | -73.2% | -58.7% |
| 1Y | -55.4% | +29.6% | -85.0% | -65.0% |
| 3Y | -10.9% | +70.5% | -81.3% | -45.7% |
| 5Y | +6.4% | +73.5% | -67.1% | -36.5% |
| 10Y | +97.0% | +198.3% | -101.3% | -27.4% |
| All | +281.4% | +726.5% | -445.1% | -43.4% |
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 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