+234.5%
ALNY vs IWD
+201.1%
+33.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | -6.4% | -2.3% | -4.1% | -4.6% |
| 30D | +11.9% | -1.8% | +13.7% | +13.7% |
| 3M | -15.0% | +8.0% | -23.0% | -20.4% |
| 6M | -23.2% | +17.0% | -40.2% | -32.7% |
| YTD | -37.8% | +21.3% | -59.0% | -47.0% |
| 1Y | -47.3% | +27.9% | -75.2% | -57.1% |
| 3Y | +22.9% | +70.1% | -47.2% | -21.0% |
| 5Y | +30.6% | +74.2% | -43.6% | -17.5% |
| All | +234.5% | +201.1% | +33.4% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling