+668.7%
BX vs IWD
+195.0%
+473.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.8% |
| 7D | -5.7% | -1.2% | -4.5% | -4.0% |
| 30D | -8.9% | -1.6% | -7.2% | -6.6% |
| 3M | +8.4% | +7.0% | +1.4% | -1.3% |
| 6M | +18.9% | +17.0% | +2.0% | -4.5% |
| YTD | -13.6% | +21.6% | -35.3% | -34.1% |
| 1Y | -22.4% | +28.0% | -50.4% | -44.9% |
| 3Y | +26.0% | +70.6% | -44.5% | -37.7% |
| 5Y | +18.8% | +73.3% | -54.6% | -39.3% |
| 10Y | +668.7% | +200.5% | +468.2% | +109.1% |
| All | +668.7% | +195.0% | +473.7% | +109.1% |
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