+74.7%
IWD vs BRO
+17.6%
+57.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -7.3% | +6.5% | +1.2% |
| 30D | -0.8% | -6.9% | +6.0% | +1.0% |
| 3M | +6.9% | +10.7% | -3.7% | +3.4% |
| 6M | +18.3% | -2.7% | +21.0% | +18.5% |
| YTD | +22.4% | -16.3% | +38.7% | +28.2% |
| 1Y | +27.4% | -29.1% | +56.5% | +41.0% |
| 3Y | +71.2% | -7.8% | +79.0% | +69.3% |
| All | +74.7% | +17.6% | +57.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling