+745.7%
IWD vs BB
+113.2%
+632.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +1.6% | +11.6% | -10.0% | +0.4% |
| 30D | +3.6% | +2.6% | +1.0% | +3.0% |
| 3M | +2.0% | +3.5% | -1.5% | +1.1% |
| 6M | +13.1% | +43.5% | -30.4% | +7.0% |
| YTD | +26.2% | +141.2% | -115.0% | +12.5% |
| 1Y | +29.6% | +97.4% | -67.8% | +17.8% |
| 3Y | +84.3% | +151.1% | -66.8% | +58.1% |
| 5Y | +73.4% | -12.8% | +86.2% | +62.1% |
| 10Y | +202.4% | +27.5% | +175.0% | +141.4% |
| All | +745.7% | +113.2% | +632.4% | +465.0% |
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