+1,252.8%
ALB vs IWD
+728.9%
+523.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +9.1% | -0.5% | +9.5% | +9.5% |
| 30D | -3.4% | +2.7% | -6.1% | -6.8% |
| 3M | -20.6% | +0.9% | -21.5% | -21.6% |
| 6M | -48.2% | +10.5% | -58.7% | -54.4% |
| YTD | -29.2% | +23.7% | -52.9% | -45.8% |
| 1Y | +10.0% | +28.7% | -18.7% | -19.7% |
| 3Y | -12.9% | +79.7% | -92.6% | -55.7% |
| 5Y | -61.3% | +69.7% | -131.0% | -78.1% |
| 10Y | +35.8% | +211.4% | -175.6% | -61.0% |
| All | +1,252.8% | +728.9% | +523.8% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling