+23.3%
BTDR vs IWD
+75.1%
-51.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.9% |
| 7D | +14.8% | -1.2% | +16.0% | +16.7% |
| 30D | +41.8% | -1.6% | +43.5% | +44.9% |
| 3M | -29.2% | +7.0% | -36.2% | -35.9% |
| 6M | +66.2% | +17.0% | +49.2% | +35.6% |
| YTD | +10.0% | +21.6% | -11.6% | -13.7% |
| 1Y | -11.0% | +28.0% | -39.0% | -33.8% |
| 3Y | +6.9% | +70.6% | -63.6% | -30.1% |
| 5Y | +24.7% | +73.3% | -48.7% | -18.7% |
| All | +23.3% | +75.1% | -51.8% | -19.0% |
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