+113.6%
BTI vs IWD
+73.8%
+39.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -7.0% | -0.8% | -6.3% | -6.7% |
| 3M | -6.3% | +8.0% | -14.4% | -10.0% |
| 6M | -2.0% | +18.2% | -20.2% | -10.2% |
| YTD | +0.2% | +22.3% | -22.1% | -9.7% |
| 1Y | +3.8% | +28.9% | -25.1% | -9.0% |
| 3Y | +112.1% | +71.5% | +40.5% | +55.9% |
| 5Y | +113.6% | +73.6% | +40.0% | +52.4% |
| All | +113.6% | +73.8% | +39.8% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling