+516.6%
IWD vs BLDR
+414.6%
+101.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -0.3% | -2.8% | +2.6% | +0.1% |
| 30D | +0.6% | -13.3% | +13.9% | +2.6% |
| 3M | +7.2% | -12.3% | +19.5% | +8.7% |
| 6M | +16.2% | -31.5% | +47.7% | +21.8% |
| YTD | +23.3% | -36.1% | +59.4% | +30.2% |
| 1Y | +29.6% | -54.1% | +83.6% | +43.4% |
| 3Y | +70.5% | -55.8% | +126.2% | +84.8% |
| 5Y | +73.5% | +20.7% | +52.7% | +58.0% |
| 10Y | +198.3% | +390.2% | -191.9% | +109.2% |
| All | +516.6% | +414.6% | +101.9% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling