-63.4%
ALB vs IWD
+72.9%
-136.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.8% |
| 7D | -5.8% | +2.3% | -8.0% | -9.6% |
| 30D | -4.5% | +3.6% | -8.1% | -10.9% |
| 3M | -28.1% | +2.2% | -30.2% | -31.1% |
| 6M | -53.2% | +13.0% | -66.1% | -62.8% |
| YTD | -33.3% | +26.5% | -59.8% | -56.9% |
| 1Y | -17.4% | +30.1% | -47.6% | -49.4% |
| 3Y | -14.1% | +84.9% | -99.0% | -70.3% |
| All | -63.4% | +72.9% | -136.3% | -85.1% |
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 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