+715.1%
IWD vs BRO
+3,041.2%
-2,326.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.4% |
| 7D | -1.2% | -7.6% | +6.5% | +2.1% |
| 30D | -1.6% | -6.9% | +5.2% | +1.2% |
| 3M | +7.0% | +12.8% | -5.8% | +0.8% |
| 6M | +17.0% | -5.9% | +22.8% | +18.1% |
| YTD | +21.6% | -15.9% | +37.5% | +28.3% |
| 1Y | +28.0% | -28.1% | +56.1% | +43.9% |
| 3Y | +70.6% | -7.0% | +77.6% | +67.9% |
| 5Y | +73.3% | +18.0% | +55.3% | +49.8% |
| 10Y | +200.5% | +293.9% | -93.4% | +53.7% |
| All | +715.1% | +3,041.2% | -2,326.2% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling