+201.0%
IWD vs BLDR
+473.7%
-272.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.3% |
| 7D | +1.7% | -8.2% | +9.9% | +3.4% |
| 30D | +3.2% | +16.3% | -13.0% | -0.5% |
| 3M | +2.3% | -17.0% | +19.3% | +5.5% |
| 6M | +12.9% | -17.4% | +30.3% | +15.5% |
| YTD | +26.2% | -41.6% | +67.8% | +37.8% |
| 1Y | +28.3% | -43.5% | +71.8% | +40.8% |
| 3Y | +84.4% | -51.6% | +136.0% | +100.2% |
| 5Y | +73.0% | -11.6% | +84.6% | +55.4% |
| All | +201.0% | +473.7% | -272.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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