+33.0%
ALB vs IWD
+203.8%
-170.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +5.3% | +1.6% | +3.7% | +2.6% |
| 30D | -6.3% | +3.6% | -9.8% | -11.3% |
| 3M | -27.4% | +2.0% | -29.5% | -29.7% |
| 6M | -53.1% | +13.1% | -66.1% | -60.9% |
| YTD | -32.3% | +26.2% | -58.5% | -51.8% |
| 1Y | -7.3% | +29.6% | -36.9% | -36.5% |
| 3Y | -14.9% | +84.3% | -99.2% | -62.5% |
| 5Y | -62.0% | +73.4% | -135.5% | -81.2% |
| 10Y | +33.0% | +202.5% | -169.4% | -64.0% |
| All | +33.0% | +203.8% | -170.8% | -64.0% |
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