+460.8%
IWD vs BTG
+332.2%
+128.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.3% | -9.1% | +11.4% | +2.8% |
| 30D | +3.6% | -1.6% | +5.2% | +3.6% |
| 3M | +2.2% | -2.8% | +5.0% | +2.1% |
| 6M | +13.0% | -7.6% | +20.6% | +12.9% |
| YTD | +26.5% | +10.2% | +16.3% | +24.9% |
| 1Y | +30.1% | +21.3% | +8.9% | +27.8% |
| 3Y | +84.9% | +82.7% | +2.2% | +76.3% |
| 5Y | +73.4% | +30.8% | +42.5% | +66.8% |
| 10Y | +204.0% | +163.7% | +40.3% | +179.0% |
| All | +460.8% | +332.2% | +128.6% | +362.5% |
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