+74.0%
ALB vs IWD
+198.0%
-124.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -3.5% |
| 7D | -8.1% | -0.3% | -7.8% | -7.7% |
| 30D | +6.3% | +0.6% | +5.7% | +5.4% |
| 3M | -23.6% | +7.2% | -30.8% | -31.0% |
| 6M | -24.6% | +16.2% | -40.8% | -39.4% |
| YTD | -10.3% | +23.3% | -33.6% | -33.7% |
| 1Y | +61.5% | +29.6% | +31.9% | +11.4% |
| 3Y | -34.0% | +70.5% | -104.4% | -67.4% |
| 5Y | -44.6% | +73.5% | -118.1% | -72.3% |
| All | +74.0% | +198.0% | -124.0% | -52.5% |
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