+198.1%
IWD vs BRKR
+155.3%
+42.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -8.7% | +7.9% | +1.2% |
| 30D | -0.8% | -9.9% | +9.0% | +1.3% |
| 3M | +6.9% | -3.1% | +10.0% | +5.8% |
| 6M | +18.3% | +45.5% | -27.2% | +4.5% |
| YTD | +22.4% | +13.7% | +8.7% | +14.4% |
| 1Y | +27.4% | +67.4% | -40.0% | +6.6% |
| 3Y | +71.2% | -13.2% | +84.4% | +62.1% |
| 5Y | +75.7% | -39.5% | +115.2% | +81.7% |
| All | +198.1% | +155.3% | +42.8% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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