+9.9%
BTDR vs IWD
+71.7%
-61.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +4.7% |
| 7D | +22.4% | -0.2% | +22.6% | +23.1% |
| 30D | +16.5% | -0.8% | +17.2% | +18.4% |
| 3M | -31.5% | +8.0% | -39.5% | -46.8% |
| 6M | +74.0% | +18.2% | +55.9% | +6.0% |
| YTD | +13.0% | +22.3% | -9.3% | -36.9% |
| 1Y | -0.2% | +28.9% | -29.1% | -51.7% |
| 3Y | +9.9% | +71.5% | -61.6% | -73.9% |
| All | +9.9% | +71.7% | -61.8% | -73.9% |
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