-7.3%
ALB vs IWD
+29.9%
-37.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.8% |
| 6M | -53.1% | +13.1% | -66.1% | -61.3% |
| YTD | -32.3% | +26.2% | -58.5% | -51.3% |
| 1Y | -7.3% | +29.6% | -36.9% | -35.1% |
| All | -7.3% | +29.9% | -37.2% | -35.1% |
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