+726.5%
IWD vs BB
+79.6%
+646.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | -5.6% | +5.4% | +0.3% |
| 30D | +0.6% | -11.8% | +12.4% | +1.8% |
| 3M | +7.2% | -25.5% | +32.8% | +9.7% |
| 6M | +16.2% | +121.3% | -105.1% | +5.1% |
| YTD | +23.3% | +103.2% | -79.8% | +12.5% |
| 1Y | +29.6% | +102.6% | -73.1% | +17.7% |
| 3Y | +70.5% | +37.5% | +33.0% | +55.9% |
| 5Y | +73.5% | -30.4% | +103.9% | +66.3% |
| 10Y | +198.3% | 0.0% | +198.3% | +145.3% |
| All | +726.5% | +79.6% | +646.9% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling