+0.4%
BX vs IWD
+68.9%
-68.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +2.9% |
| 30D | +7.9% | +2.7% | +5.2% | +2.9% |
| 3M | -9.6% | +0.9% | -10.5% | -10.6% |
| 6M | -2.3% | +10.5% | -12.8% | -18.6% |
| YTD | -19.3% | +23.7% | -43.0% | -45.5% |
| 1Y | -13.2% | +28.7% | -42.0% | -45.8% |
| 3Y | +33.8% | +79.7% | -45.9% | -55.0% |
| All | +0.4% | +68.9% | -68.5% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling