+72.2%
BTI vs IWD
+195.0%
-122.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -2.4% | -1.2% | -1.2% | -1.7% |
| 30D | -4.8% | -1.6% | -3.1% | -3.8% |
| 3M | -8.1% | +7.0% | -15.1% | -12.0% |
| 6M | -4.2% | +17.0% | -21.2% | -13.3% |
| YTD | -1.3% | +21.6% | -22.9% | -12.8% |
| 1Y | +2.1% | +28.0% | -25.9% | -12.7% |
| 3Y | +108.9% | +70.6% | +38.4% | +46.5% |
| 5Y | +114.5% | +73.3% | +41.1% | +47.2% |
| 10Y | +72.2% | +200.5% | -128.3% | -16.1% |
| All | +72.2% | +195.0% | -122.8% | -16.1% |
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