+74.2%
IWD vs BTG
+75.0%
-0.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | 0.0% |
| 7D | -2.3% | -5.5% | +3.1% | -1.8% |
| 30D | -1.8% | +6.1% | -7.9% | -2.5% |
| 3M | +8.0% | +38.6% | -30.6% | +4.0% |
| 6M | +17.0% | +0.7% | +16.3% | +15.9% |
| YTD | +21.3% | +20.3% | +0.9% | +17.3% |
| 1Y | +27.9% | +25.0% | +2.9% | +22.4% |
| 3Y | +70.1% | +97.3% | -27.2% | +50.4% |
| 5Y | +74.2% | +78.3% | -4.2% | +57.0% |
| All | +74.2% | +75.0% | -0.8% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling