+703.8%
IWD vs BRKR
+172.5%
+531.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -8.7% | +7.9% | +0.4% |
| 30D | -0.8% | -9.9% | +9.0% | +0.5% |
| 3M | +6.9% | -3.1% | +10.0% | +6.4% |
| 6M | +18.3% | +45.5% | -27.2% | +10.5% |
| YTD | +22.4% | +13.7% | +8.7% | +18.0% |
| 1Y | +27.4% | +67.4% | -40.0% | +15.9% |
| 3Y | +71.2% | -13.2% | +84.4% | +66.6% |
| 5Y | +75.7% | -39.5% | +115.2% | +77.8% |
| 10Y | +202.3% | +153.5% | +48.8% | +151.1% |
| All | +703.8% | +172.5% | +531.3% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling