+967.7%
BX vs IWD
+350.8%
+617.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.2% |
| 7D | -4.4% | -0.3% | -4.1% | -4.0% |
| 30D | +0.1% | +0.6% | -0.5% | -0.6% |
| 3M | +16.0% | +7.2% | +8.8% | +5.4% |
| 6M | +21.6% | +16.2% | +5.4% | -1.3% |
| YTD | -8.9% | +23.3% | -32.2% | -31.8% |
| 1Y | -16.6% | +29.6% | -46.2% | -41.7% |
| 3Y | +43.3% | +70.5% | -27.1% | -29.3% |
| 5Y | +25.7% | +73.5% | -47.8% | -35.9% |
| 10Y | +689.5% | +198.3% | +491.2% | +91.0% |
| All | +967.7% | +350.8% | +617.0% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling