+73.2%
IWD vs BUD
+51.6%
+21.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +3.6% | +6.7% | -3.1% | +1.6% |
| 3M | +2.2% | +5.7% | -3.6% | +0.4% |
| 6M | +13.0% | +5.8% | +7.1% | +10.7% |
| YTD | +26.5% | +34.4% | -7.9% | +15.1% |
| 1Y | +30.1% | +33.3% | -3.1% | +18.6% |
| 3Y | +84.9% | +48.8% | +36.1% | +59.8% |
| All | +73.2% | +51.6% | +21.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling