+24.3%
BX vs IWD
+73.8%
-49.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.7% |
| 30D | -2.3% | -0.8% | -1.5% | -0.7% |
| 3M | +18.5% | +8.0% | +10.5% | +2.6% |
| 6M | +23.7% | +18.2% | +5.5% | -9.6% |
| YTD | -10.4% | +22.3% | -32.7% | -38.4% |
| 1Y | -19.6% | +28.9% | -48.4% | -50.0% |
| 3Y | +30.8% | +71.5% | -40.7% | -51.9% |
| 5Y | +24.3% | +73.6% | -49.3% | -52.3% |
| All | +24.3% | +73.8% | -49.5% | -52.3% |
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