+23.8%
BTDR vs IWD
+77.5%
-53.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.9% |
| 7D | +20.0% | -0.3% | +20.2% | +20.5% |
| 30D | +11.9% | +0.6% | +11.3% | +10.8% |
| 3M | -36.9% | +7.2% | -44.2% | -42.9% |
| 6M | +56.5% | +16.2% | +40.3% | +28.8% |
| YTD | +10.4% | +23.3% | -12.9% | -15.0% |
| 1Y | +3.1% | +29.6% | -26.5% | -24.6% |
| 3Y | -2.6% | +70.5% | -73.1% | -37.5% |
| 5Y | +25.2% | +73.5% | -48.3% | -20.3% |
| All | +23.8% | +77.5% | -53.7% | -20.2% |
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