+3,989.8%
BTI vs IWD
+745.6%
+3,244.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.5% |
| 7D | -2.9% | +1.3% | -4.2% | -3.7% |
| 30D | +8.3% | +3.6% | +4.7% | +6.0% |
| 3M | +2.9% | +2.3% | +0.6% | +1.5% |
| 6M | +6.2% | +13.0% | -6.8% | -1.3% |
| YTD | +10.9% | +26.2% | -15.3% | -3.3% |
| 1Y | +16.6% | +30.5% | -13.9% | -0.3% |
| 3Y | +142.2% | +86.2% | +56.0% | +66.2% |
| 5Y | +151.3% | +72.9% | +78.4% | +78.9% |
| 10Y | +113.9% | +205.0% | -91.1% | +7.8% |
| All | +3,989.8% | +745.6% | +3,244.2% | +1,172.9% |
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