+61.5%
ALB vs IWD
+30.5%
+31.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -3.4% |
| 7D | -8.1% | -0.3% | -7.8% | -7.7% |
| 30D | +6.3% | +0.6% | +5.7% | +5.3% |
| 3M | -23.6% | +7.2% | -30.8% | -32.2% |
| 6M | -24.6% | +16.2% | -40.8% | -41.5% |
| YTD | -10.3% | +23.3% | -33.6% | -37.0% |
| 1Y | +61.5% | +29.6% | +31.9% | +3.7% |
| All | +61.5% | +30.5% | +31.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling