+205.0%
IWD vs BUD
-8.7%
+213.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.6% |
| 7D | +1.3% | +1.3% | -0.1% | +0.8% |
| 30D | +3.6% | +10.0% | -6.5% | +0.2% |
| 3M | +2.3% | +1.6% | +0.7% | +1.5% |
| 6M | +13.0% | +6.5% | +6.5% | +10.1% |
| YTD | +26.2% | +34.8% | -8.7% | +13.0% |
| 1Y | +30.5% | +36.5% | -6.0% | +16.3% |
| 3Y | +86.2% | +49.0% | +37.3% | +58.1% |
| 5Y | +72.9% | +51.7% | +21.2% | +43.1% |
| 10Y | +205.0% | -7.5% | +212.6% | +160.1% |
| All | +205.0% | -8.7% | +213.8% | +160.1% |
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