+229.8%
ALNY vs IWD
+203.0%
+26.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.1% | +5.2% |
| 7D | +5.8% | +2.3% | +3.6% | +3.9% |
| 30D | -26.5% | +3.6% | -30.1% | -28.7% |
| 3M | -27.3% | +2.2% | -29.5% | -28.6% |
| 6M | -43.4% | +13.0% | -56.3% | -48.9% |
| YTD | -58.5% | +26.5% | -85.0% | -65.8% |
| 1Y | -63.6% | +30.1% | -93.8% | -70.8% |
| 3Y | 0.0% | +84.9% | -84.8% | -39.3% |
| 5Y | -3.4% | +73.4% | -76.8% | -38.3% |
| All | +229.8% | +203.0% | +26.8% | +13.9% |
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