+672.8%
BX vs IWD
+203.8%
+469.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.7% | +1.6% | +2.1% | +1.6% |
| 30D | +8.2% | +3.6% | +4.6% | +3.2% |
| 3M | -12.7% | +2.0% | -14.7% | -14.7% |
| 6M | +1.0% | +13.1% | -12.1% | -14.6% |
| YTD | -17.2% | +26.2% | -43.4% | -39.9% |
| 1Y | -11.6% | +29.6% | -41.2% | -38.2% |
| 3Y | +36.8% | +84.3% | -47.6% | -39.3% |
| 5Y | +4.8% | +73.4% | -68.6% | -47.0% |
| 10Y | +672.8% | +202.4% | +470.3% | +66.2% |
| All | +672.8% | +203.8% | +469.0% | +66.2% |
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