+726.5%
IWD vs BBWI
+210.3%
+516.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.3% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | +0.6% | -5.2% | +5.8% | +1.4% |
| 3M | +7.2% | +11.1% | -3.9% | +3.7% |
| 6M | +16.2% | -13.4% | +29.6% | +17.6% |
| YTD | +23.3% | +0.1% | +23.2% | +20.0% |
| 1Y | +29.6% | -36.1% | +65.7% | +37.7% |
| 3Y | +70.5% | -44.1% | +114.6% | +78.0% |
| 5Y | +73.5% | -66.2% | +139.7% | +94.7% |
| 10Y | +198.3% | -54.8% | +253.1% | +162.5% |
| All | +726.5% | +210.3% | +516.2% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling