+3,615.7%
ALNY vs IWD
+616.7%
+2,999.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.4% |
| 7D | +5.7% | -0.2% | +5.8% | +5.9% |
| 30D | +18.7% | -0.8% | +19.4% | +19.7% |
| 3M | -11.0% | +8.0% | -19.0% | -17.8% |
| 6M | -18.9% | +18.2% | -37.1% | -31.7% |
| YTD | -34.6% | +22.3% | -56.9% | -46.9% |
| 1Y | -42.8% | +28.9% | -71.7% | -56.0% |
| 3Y | +29.1% | +71.5% | -42.4% | -26.1% |
| 5Y | +39.6% | +73.6% | -34.0% | -21.2% |
| 10Y | +253.8% | +194.7% | +59.1% | +8.1% |
| All | +3,615.7% | +616.7% | +2,999.0% | +412.7% |
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