+745.7%
IWD vs BHP
+3,509.8%
-2,764.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +1.6% | +3.8% | -2.3% | +0.3% |
| 30D | +3.6% | -6.5% | +10.1% | +5.7% |
| 3M | +2.0% | -8.5% | +10.6% | +4.7% |
| 6M | +13.1% | -2.2% | +15.2% | +12.6% |
| YTD | +26.2% | +40.0% | -13.8% | +10.6% |
| 1Y | +29.6% | +51.3% | -21.7% | +10.5% |
| 3Y | +84.3% | +56.5% | +27.8% | +52.4% |
| 5Y | +73.4% | +130.2% | -56.8% | +21.8% |
| 10Y | +202.4% | +336.5% | -134.1% | +63.7% |
| All | +745.7% | +3,509.8% | -2,764.2% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling