+71.5%
IWD vs BHP
+87.4%
-15.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.2% |
| 7D | -0.2% | +1.3% | -1.4% | -0.5% |
| 30D | -0.8% | +4.0% | -4.8% | -1.8% |
| 3M | +8.0% | +12.3% | -4.3% | +4.7% |
| 6M | +18.2% | +30.8% | -12.6% | +9.6% |
| YTD | +22.3% | +58.8% | -36.4% | +7.4% |
| 1Y | +28.9% | +76.8% | -48.0% | +9.6% |
| 3Y | +71.5% | +87.5% | -15.9% | +37.8% |
| All | +71.5% | +87.4% | -15.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling