+124.2%
BTI vs IWD
+205.2%
-81.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -3.0% | -0.6% | -2.5% | -2.8% |
| 30D | +9.8% | +3.6% | +6.2% | +7.3% |
| 3M | +9.2% | +2.7% | +6.5% | +7.4% |
| 6M | +4.0% | +13.2% | -9.2% | -3.9% |
| YTD | +12.7% | +26.8% | -14.1% | -3.1% |
| 1Y | +15.9% | +29.3% | -13.3% | -1.5% |
| 3Y | +148.9% | +85.1% | +63.8% | +65.2% |
| 5Y | +152.8% | +74.2% | +78.6% | +73.0% |
| 10Y | +124.2% | +204.6% | -80.4% | +11.1% |
| All | +124.2% | +205.2% | -81.0% | +11.1% |
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 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