-22.4%
BX vs IWD
+28.3%
-50.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.7% |
| 7D | -5.7% | -1.2% | -4.5% | -3.7% |
| 30D | -8.9% | -1.6% | -7.2% | -6.2% |
| 3M | +8.4% | +7.0% | +1.4% | -2.8% |
| 6M | +18.9% | +17.0% | +2.0% | -7.8% |
| YTD | -13.6% | +21.6% | -35.3% | -36.4% |
| 1Y | -22.4% | +28.0% | -50.4% | -48.2% |
| All | -22.4% | +28.3% | -50.8% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling