+189.3%
ALAB vs IWD
+55.0%
+134.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.6% | -17.0% | -14.6% |
| 7D | -38.2% | -0.9% | -37.3% | -36.6% |
| 30D | -54.0% | +2.6% | -56.6% | -55.9% |
| 3M | -43.6% | +1.2% | -44.9% | -44.7% |
| 6M | -16.8% | +12.1% | -28.9% | -32.5% |
| YTD | +7.9% | +24.1% | -16.3% | -27.2% |
| 1Y | -1.4% | +28.5% | -29.9% | -37.2% |
| All | +189.3% | +55.0% | +134.3% | +39.0% |
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