+61.5%
BTDR vs IWD
+85.4%
-23.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.1% |
| 7D | -7.4% | +1.6% | -8.9% | -11.1% |
| 30D | -33.4% | +3.6% | -37.0% | -39.8% |
| 3M | -26.3% | +2.0% | -28.3% | -30.6% |
| 6M | -52.4% | +13.1% | -65.5% | -67.8% |
| YTD | -42.8% | +26.2% | -69.0% | -71.6% |
| 1Y | -63.7% | +29.6% | -93.3% | -83.4% |
| 3Y | +61.5% | +84.3% | -22.9% | -83.8% |
| All | +61.5% | +85.4% | -23.9% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling