+200.5%
IWD vs BBWI
-58.2%
+258.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.4% |
| 7D | -1.2% | -4.4% | +3.3% | -0.5% |
| 30D | -1.6% | -7.4% | +5.7% | -0.7% |
| 3M | +7.0% | -2.2% | +9.2% | +6.7% |
| 6M | +17.0% | -16.3% | +33.3% | +18.7% |
| YTD | +21.6% | -9.1% | +30.8% | +21.3% |
| 1Y | +28.0% | -34.5% | +62.5% | +33.3% |
| 3Y | +70.6% | -47.0% | +117.5% | +77.9% |
| 5Y | +73.3% | -68.8% | +142.2% | +91.2% |
| 10Y | +200.5% | -57.4% | +257.9% | +161.8% |
| All | +200.5% | -58.2% | +258.7% | +161.8% |
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