+66.2%
IWD vs BTSG
+495.4%
-429.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.7% | +8.5% | -6.8% | +0.8% |
| 30D | +3.2% | +14.0% | -10.8% | +1.6% |
| 3M | +2.3% | +19.7% | -17.4% | 0.0% |
| 6M | +12.9% | +28.7% | -15.8% | +8.6% |
| YTD | +26.2% | +90.8% | -64.6% | +14.8% |
| 1Y | +28.3% | +112.4% | -84.1% | +15.0% |
| All | +66.2% | +495.4% | -429.2% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling