+687.3%
IWD vs BUD
+201.1%
+486.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | +0.6% | -5.7% | +6.3% | +2.7% |
| 3M | +7.2% | +3.1% | +4.1% | +5.7% |
| 6M | +16.2% | +7.9% | +8.3% | +12.2% |
| YTD | +23.3% | +27.3% | -4.0% | +11.7% |
| 1Y | +29.6% | +37.8% | -8.2% | +13.7% |
| 3Y | +70.5% | +49.8% | +20.6% | +41.7% |
| 5Y | +73.5% | +43.8% | +29.6% | +43.5% |
| 10Y | +198.3% | -22.6% | +220.9% | +195.0% |
| All | +687.3% | +201.1% | +486.2% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling