+31.4%
ALB vs IWD
+207.5%
-176.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +9.1% | -0.5% | +9.5% | +9.6% |
| 30D | -3.4% | +2.7% | -6.1% | -7.3% |
| 3M | -20.6% | +0.9% | -21.5% | -21.8% |
| 6M | -48.2% | +10.5% | -58.7% | -55.3% |
| YTD | -29.2% | +23.7% | -52.9% | -48.1% |
| 1Y | +10.0% | +28.7% | -18.7% | -23.7% |
| 3Y | -12.9% | +79.7% | -92.6% | -60.0% |
| 5Y | -61.3% | +69.7% | -131.0% | -80.2% |
| All | +31.4% | +207.5% | -176.1% | -58.3% |
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