+446.7%
IWD vs BTG
+392.0%
+54.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +0.6% | +36.8% | -36.2% | -1.2% |
| 3M | +7.2% | +23.1% | -15.9% | +5.8% |
| 6M | +16.2% | +3.5% | +12.7% | +15.5% |
| YTD | +23.3% | +25.5% | -2.2% | +21.1% |
| 1Y | +29.6% | +40.1% | -10.5% | +26.3% |
| 3Y | +70.5% | +101.1% | -30.7% | +61.8% |
| 5Y | +73.5% | +70.6% | +2.9% | +65.0% |
| 10Y | +198.3% | +152.1% | +46.2% | +173.7% |
| All | +446.7% | +392.0% | +54.7% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling