+36.3%
ALB vs IWD
+205.2%
-169.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.5% |
| 7D | +1.1% | -0.6% | +1.6% | +1.6% |
| 30D | -2.6% | +3.6% | -6.2% | -7.8% |
| 3M | -25.6% | +2.7% | -28.2% | -28.6% |
| 6M | -54.0% | +13.2% | -67.2% | -61.8% |
| YTD | -31.6% | +26.8% | -58.3% | -51.6% |
| 1Y | -6.6% | +29.3% | -35.8% | -35.7% |
| 3Y | -14.0% | +85.1% | -99.1% | -62.3% |
| 5Y | -62.5% | +74.2% | -136.7% | -81.6% |
| 10Y | +36.3% | +204.6% | -168.3% | -62.8% |
| All | +36.3% | +205.2% | -169.0% | -62.8% |
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