+61.0%
IWD vs BTSG
+421.3%
-360.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.2% |
| 7D | -0.2% | +5.7% | -5.9% | -0.8% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | +8.0% | +5.6% | +2.4% | +6.6% |
| 6M | +18.2% | +50.8% | -32.6% | +10.9% |
| YTD | +22.3% | +67.0% | -44.7% | +13.1% |
| 1Y | +28.9% | +145.5% | -116.6% | +13.1% |
| All | +61.0% | +421.3% | -360.3% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling