+248.5%
ALAB vs IWD
+57.6%
+191.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.5% | +1.6% | -9.0% | -9.3% |
| 30D | -36.8% | +3.6% | -40.4% | -40.4% |
| 3M | -31.9% | +2.0% | -33.9% | -34.0% |
| 6M | +8.2% | +13.1% | -4.8% | -13.6% |
| YTD | +29.9% | +26.2% | +3.8% | -14.8% |
| 1Y | +24.4% | +29.6% | -5.1% | -22.0% |
| All | +248.5% | +57.6% | +191.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling