+747.8%
IWD vs BHP
+3,437.3%
-2,689.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +3.6% | -4.5% | +8.1% | +5.0% |
| 3M | +2.2% | -6.9% | +9.0% | +4.2% |
| 6M | +13.0% | -10.6% | +23.5% | +15.9% |
| YTD | +26.5% | +37.2% | -10.7% | +11.6% |
| 1Y | +30.1% | +48.0% | -17.9% | +11.8% |
| 3Y | +84.9% | +52.6% | +32.3% | +54.2% |
| 5Y | +73.4% | +116.5% | -43.1% | +24.4% |
| 10Y | +204.0% | +334.9% | -130.9% | +64.7% |
| All | +747.8% | +3,437.3% | -2,689.5% | +164.0% |
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