+202.5%
IWD vs BLDR
+554.2%
-351.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.0% |
| 7D | +1.6% | -1.1% | +2.6% | +1.7% |
| 30D | +3.6% | +19.1% | -15.5% | -0.6% |
| 3M | +2.0% | -12.6% | +14.6% | +4.1% |
| 6M | +13.1% | -18.7% | +31.7% | +16.1% |
| YTD | +26.2% | -38.8% | +65.0% | +36.5% |
| 1Y | +29.6% | -41.2% | +70.8% | +41.1% |
| 3Y | +84.3% | -49.4% | +133.7% | +98.2% |
| 5Y | +73.4% | -6.0% | +79.4% | +53.7% |
| 10Y | +202.5% | +523.1% | -320.6% | +67.2% |
| All | +202.5% | +554.2% | -351.7% | +67.2% |
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