+195.5%
IWD vs BNS
+187.0%
+8.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.1% |
| 30D | -1.8% | +4.5% | -6.3% | -4.5% |
| 3M | +8.0% | +14.9% | -6.9% | -0.7% |
| 6M | +17.0% | +32.5% | -15.5% | -1.1% |
| YTD | +21.3% | +28.6% | -7.3% | +4.1% |
| 1Y | +27.9% | +48.4% | -20.4% | +0.9% |
| 3Y | +70.1% | +130.8% | -60.7% | +1.7% |
| 5Y | +74.2% | +94.8% | -20.6% | +14.0% |
| All | +195.5% | +187.0% | +8.5% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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