+256.7%
BSX vs IWD
+745.7%
-488.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.8% | +1.6% | +1.2% | +1.4% |
| 30D | +4.6% | +3.6% | +1.0% | +1.5% |
| 3M | -11.4% | +2.0% | -13.5% | -12.9% |
| 6M | -17.1% | +13.1% | -30.2% | -25.7% |
| YTD | -53.1% | +26.2% | -79.3% | -62.1% |
| 1Y | -55.7% | +29.6% | -85.3% | -65.1% |
| 3Y | -13.3% | +84.3% | -97.6% | -50.8% |
| 5Y | +5.3% | +73.4% | -68.1% | -37.0% |
| 10Y | +104.3% | +202.4% | -98.2% | -25.6% |
| All | +256.7% | +745.7% | -488.9% | -48.1% |
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