-3.2%
ALB vs IWD
+29.9%
-33.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -2.7% |
| 7D | +9.5% | +1.3% | +8.2% | +7.2% |
| 30D | -2.1% | +3.6% | -5.7% | -7.4% |
| 3M | -24.1% | +2.3% | -26.5% | -27.0% |
| 6M | -51.0% | +13.0% | -64.0% | -59.6% |
| YTD | -29.3% | +26.2% | -55.5% | -49.1% |
| All | -3.2% | +29.9% | -33.1% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling