+205.0%
IWD vs BBWI
-41.3%
+246.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | +1.3% | -6.2% | +7.4% | +2.2% |
| 30D | +3.6% | +25.5% | -21.9% | -0.1% |
| 3M | +2.3% | +8.0% | -5.6% | +0.5% |
| 6M | +13.0% | +12.7% | +0.4% | +9.6% |
| YTD | +26.2% | +11.6% | +14.5% | +21.5% |
| 1Y | +30.5% | -0.9% | +31.4% | +27.0% |
| 3Y | +86.2% | -22.7% | +108.9% | +82.5% |
| 5Y | +72.9% | -67.2% | +140.1% | +89.0% |
| 10Y | +205.0% | -43.7% | +248.7% | +152.9% |
| All | +205.0% | -41.3% | +246.3% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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