+1,697.2%
ACN vs IWD
+663.8%
+1,033.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -1.5% | -0.3% | -1.3% | -1.3% |
| 30D | +9.4% | +0.6% | +8.8% | +8.9% |
| 3M | +5.6% | +7.2% | -1.6% | -0.7% |
| 6M | -9.3% | +16.2% | -25.5% | -20.9% |
| YTD | -29.0% | +23.3% | -52.3% | -41.2% |
| 1Y | -24.7% | +29.6% | -54.2% | -40.2% |
| 3Y | -39.8% | +70.5% | -110.3% | -62.6% |
| 5Y | -40.9% | +73.5% | -114.4% | -63.2% |
| 10Y | +91.1% | +198.3% | -107.2% | -24.3% |
| All | +1,697.2% | +663.8% | +1,033.4% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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