+69.3%
IWD vs BUD
+48.8%
+20.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -0.5% | +4.5% | -4.9% | -1.7% |
| 30D | +2.7% | +12.5% | -9.9% | -0.7% |
| 3M | +0.9% | 0.0% | +0.9% | +0.7% |
| 6M | +10.5% | +3.8% | +6.7% | +8.9% |
| YTD | +23.7% | +33.1% | -9.4% | +12.9% |
| 1Y | +28.7% | +35.5% | -6.8% | +16.8% |
| 3Y | +79.7% | +49.4% | +30.3% | +55.0% |
| All | +69.3% | +48.8% | +20.5% | +40.8% |
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