+28.3%
IWD vs BTSG
+134.9%
-106.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.2% | +2.9% | -4.1% | -1.4% |
| 30D | -1.6% | +0.9% | -2.5% | -1.8% |
| 3M | +7.0% | +1.6% | +5.4% | +5.8% |
| 6M | +17.0% | +46.8% | -29.8% | +9.5% |
| YTD | +21.6% | +65.5% | -43.9% | +11.9% |
| All | +28.3% | +134.9% | -106.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling