+726.0%
IWD vs BNS
+1,492.9%
-766.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | -0.3% | +1.5% | -1.8% | -1.1% |
| 30D | +0.6% | +6.0% | -5.4% | -2.9% |
| 3M | +7.2% | +16.3% | -9.1% | -1.9% |
| 6M | +16.2% | +28.8% | -12.6% | +0.3% |
| YTD | +23.3% | +30.0% | -6.6% | +5.7% |
| 1Y | +29.6% | +50.7% | -21.1% | +2.1% |
| 3Y | +70.5% | +125.4% | -54.9% | +5.7% |
| 5Y | +73.5% | +94.2% | -20.8% | +15.7% |
| 10Y | +198.3% | +182.8% | +15.5% | +56.9% |
| All | +726.0% | +1,492.9% | -766.9% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling