+198.1%
IWD vs BTG
+159.3%
+38.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -0.8% | -3.8% | +3.0% | -0.5% |
| 30D | -0.8% | +3.6% | -4.5% | -1.2% |
| 3M | +6.9% | +32.0% | -25.1% | +4.6% |
| 6M | +18.3% | +3.4% | +14.9% | +17.3% |
| YTD | +22.4% | +20.8% | +1.6% | +19.7% |
| 1Y | +27.4% | +22.4% | +5.0% | +24.2% |
| 3Y | +71.2% | +91.7% | -20.6% | +59.9% |
| 5Y | +75.7% | +79.0% | -3.3% | +63.9% |
| All | +198.1% | +159.3% | +38.8% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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