+200.5%
IWD vs BLDR
+357.1%
-156.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | -1.6% | -14.7% | +13.1% | +1.5% |
| 3M | +7.0% | -20.8% | +27.8% | +11.4% |
| 6M | +17.0% | -35.3% | +52.3% | +26.4% |
| YTD | +21.6% | -40.3% | +62.0% | +33.0% |
| 1Y | +28.0% | -56.3% | +84.3% | +49.1% |
| 3Y | +70.6% | -56.1% | +126.7% | +90.0% |
| 5Y | +73.3% | +12.9% | +60.4% | +47.8% |
| 10Y | +200.5% | +386.5% | -185.9% | +73.4% |
| All | +200.5% | +357.1% | -156.6% | +73.4% |
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