+201.7%
IWD vs BB
+21.8%
+180.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +2.3% | +1.8% | +0.4% | +2.1% |
| 30D | +3.6% | +8.1% | -4.6% | +2.5% |
| 3M | +2.2% | -1.0% | +3.2% | +1.7% |
| 6M | +13.0% | +45.9% | -32.9% | +6.9% |
| YTD | +26.5% | +134.8% | -108.3% | +13.5% |
| 1Y | +30.1% | +104.6% | -74.5% | +18.2% |
| 3Y | +84.9% | +152.8% | -68.0% | +58.9% |
| 5Y | +73.4% | -17.4% | +90.8% | +62.5% |
| All | +201.7% | +21.8% | +180.0% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling