+625.7%
BX vs IWD
+202.4%
+423.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -1.1% | +1.7% | -2.8% | -3.4% |
| 30D | +8.8% | +3.2% | +5.6% | +4.3% |
| 3M | -18.3% | +2.3% | -20.6% | -20.4% |
| 6M | -1.5% | +12.9% | -14.5% | -16.6% |
| YTD | -19.9% | +26.2% | -46.2% | -41.9% |
| 1Y | -14.5% | +28.3% | -42.8% | -39.4% |
| 3Y | +32.3% | +84.4% | -52.1% | -41.3% |
| 5Y | -1.1% | +73.0% | -74.1% | -49.8% |
| All | +625.7% | +202.4% | +423.4% | +62.9% |
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 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