-10.3%
BX vs IWD
+28.9%
-39.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.0% |
| 7D | +0.6% | +2.3% | -1.7% | -3.5% |
| 30D | +14.2% | +3.6% | +10.7% | +7.4% |
| 3M | -18.7% | +2.2% | -20.9% | -21.6% |
| 6M | +2.5% | +13.0% | -10.5% | -15.8% |
| YTD | -18.8% | +26.5% | -45.3% | -42.4% |
| 1Y | -10.3% | +30.1% | -40.4% | -38.1% |
| All | -10.3% | +28.9% | -39.2% | -38.1% |
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 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