-29.7%
BTDR vs IWD
+82.4%
-112.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.4% | +9.2% | +9.0% |
| 7D | +7.7% | -0.6% | +8.2% | +9.4% |
| 30D | -24.1% | +3.6% | -27.7% | -27.2% |
| 3M | -19.1% | +2.7% | -21.8% | -21.6% |
| 6M | -46.6% | +13.2% | -59.8% | -54.8% |
| YTD | -37.3% | +26.8% | -64.0% | -53.2% |
| 1Y | -53.2% | +29.3% | -82.5% | -65.8% |
| 3Y | +77.1% | +85.1% | -8.1% | +9.8% |
| 5Y | -29.7% | +74.2% | -103.9% | -56.5% |
| All | -29.7% | +82.4% | -112.1% | -56.1% |
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