+207.4%
ALAB vs IWD
+54.4%
+153.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +7.0% |
| 7D | -26.3% | -0.5% | -25.8% | -25.1% |
| 30D | -50.1% | +2.7% | -52.8% | -52.3% |
| 3M | -42.5% | +0.9% | -43.4% | -43.2% |
| 6M | -10.8% | +10.5% | -21.4% | -25.7% |
| YTD | +14.6% | +23.7% | -9.1% | -22.2% |
| 1Y | +17.1% | +28.7% | -11.6% | -25.7% |
| All | +207.4% | +54.4% | +153.0% | +48.7% |
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 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