+194.7%
IWD vs BUD
-23.5%
+218.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.2% | +0.8% | -0.9% | -0.4% |
| 30D | -0.8% | -4.8% | +4.0% | +0.8% |
| 3M | +8.0% | +1.4% | +6.7% | +7.3% |
| 6M | +18.2% | +9.9% | +8.3% | +13.9% |
| YTD | +22.3% | +26.3% | -4.0% | +12.2% |
| 1Y | +28.9% | +36.1% | -7.3% | +15.1% |
| 3Y | +71.5% | +48.6% | +23.0% | +45.6% |
| 5Y | +73.6% | +45.0% | +28.6% | +45.8% |
| 10Y | +194.7% | -23.1% | +217.8% | +168.2% |
| All | +194.7% | -23.5% | +218.2% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling