+195.5%
IWD vs BHP
+498.2%
-302.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +1.5% |
| 7D | -2.3% | -3.7% | +1.4% | -1.1% |
| 30D | -1.8% | -0.8% | -0.9% | -1.7% |
| 3M | +8.0% | +7.6% | +0.4% | +4.6% |
| 6M | +17.0% | +20.8% | -3.8% | +8.2% |
| YTD | +21.3% | +50.8% | -29.5% | +3.2% |
| 1Y | +27.9% | +70.9% | -43.0% | +3.7% |
| 3Y | +70.1% | +78.0% | -7.9% | +32.7% |
| 5Y | +74.2% | +113.1% | -38.9% | +21.6% |
| All | +195.5% | +498.2% | -302.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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