+1,218.6%
ATI vs IWD
+726.5%
+492.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +4.1% |
| 7D | -0.1% | -0.3% | +0.2% | +0.4% |
| 30D | +2.7% | +0.6% | +2.1% | +1.6% |
| 3M | +16.3% | +7.2% | +9.1% | +2.9% |
| 6M | +30.2% | +16.2% | +14.0% | +1.4% |
| YTD | +83.6% | +23.3% | +60.2% | +29.2% |
| 1Y | +173.0% | +29.6% | +143.4% | +76.8% |
| 3Y | +356.6% | +70.5% | +286.2% | +88.6% |
| 5Y | +1,074.2% | +73.5% | +1,000.7% | +372.8% |
| 10Y | +1,136.2% | +198.3% | +937.9% | +131.4% |
| All | +1,218.6% | +726.5% | +492.1% | -25.3% |
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 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