+40.8%
ALB vs IWD
+212.1%
-171.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -3.0% |
| 7D | +9.5% | +1.3% | +8.2% | +7.2% |
| 30D | -2.1% | +3.6% | -5.7% | -7.3% |
| 3M | -24.1% | +2.3% | -26.5% | -26.9% |
| 6M | -51.0% | +13.0% | -64.0% | -59.2% |
| YTD | -29.3% | +26.2% | -55.5% | -49.7% |
| 1Y | +3.2% | +30.5% | -27.3% | -29.9% |
| 3Y | -9.3% | +86.2% | -95.5% | -60.5% |
| 5Y | -61.6% | +72.9% | -134.5% | -80.9% |
| 10Y | +40.8% | +205.0% | -164.2% | -62.4% |
| All | +40.8% | +212.1% | -171.3% | -62.4% |
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