-43.9%
ALB vs IWD
+73.6%
-117.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -3.2% |
| 7D | -8.1% | -0.3% | -7.8% | -7.6% |
| 30D | +6.3% | +0.6% | +5.7% | +5.2% |
| 3M | -23.6% | +7.2% | -30.8% | -32.8% |
| 6M | -24.6% | +16.2% | -40.8% | -42.9% |
| YTD | -10.3% | +23.3% | -33.6% | -38.9% |
| 1Y | +61.5% | +29.6% | +31.9% | +0.7% |
| 3Y | -34.0% | +70.5% | -104.4% | -73.4% |
| All | -43.9% | +73.6% | -117.5% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling