+70.1%
IWD vs BNS
+127.2%
-57.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.7% |
| 30D | -1.6% | +4.0% | -5.7% | -3.2% |
| 3M | +7.0% | +13.8% | -6.8% | +1.5% |
| 6M | +17.0% | +32.7% | -15.7% | +4.2% |
| YTD | +21.6% | +27.6% | -6.0% | +9.8% |
| 1Y | +28.0% | +47.4% | -19.4% | +8.8% |
| All | +70.1% | +127.2% | -57.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling