+249.6%
ALAB vs IWD
+57.5%
+192.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.0% | +11.7% | +9.8% |
| 7D | -5.6% | +1.3% | -6.8% | -6.9% |
| 30D | -36.6% | +3.6% | -40.2% | -40.2% |
| 3M | -35.1% | +2.3% | -37.4% | -37.5% |
| 6M | +8.5% | +13.0% | -4.5% | -13.3% |
| YTD | +30.4% | +26.2% | +4.2% | -14.5% |
| 1Y | +31.0% | +30.5% | +0.6% | -18.8% |
| All | +249.6% | +57.5% | +192.1% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling