-12.9%
ALB vs IWD
+78.7%
-91.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.6% |
| 7D | +9.1% | -0.5% | +9.5% | +9.6% |
| 30D | -3.4% | +2.7% | -6.1% | -9.1% |
| 3M | -20.6% | +0.9% | -21.5% | -22.5% |
| 6M | -48.2% | +10.5% | -58.7% | -58.4% |
| YTD | -29.2% | +23.7% | -52.9% | -55.5% |
| 1Y | +10.0% | +28.7% | -18.7% | -36.6% |
| 3Y | -12.9% | +79.7% | -92.6% | -82.4% |
| All | -12.9% | +78.7% | -91.6% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling