+1,073.9%
ATI vs IWD
+749.4%
+324.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +1.9% |
| 7D | +4.7% | -0.6% | +5.3% | +5.9% |
| 30D | -0.2% | +3.6% | -3.8% | -6.0% |
| 3M | -18.5% | +2.7% | -21.2% | -22.3% |
| 6M | +16.4% | +13.2% | +3.2% | -6.2% |
| YTD | +63.4% | +26.8% | +36.7% | +9.6% |
| 1Y | +91.5% | +29.3% | +62.3% | +24.4% |
| 3Y | +329.2% | +85.1% | +244.1% | +53.4% |
| 5Y | +966.7% | +74.2% | +892.5% | +325.0% |
| 10Y | +1,003.8% | +204.6% | +799.2% | +97.3% |
| All | +1,073.9% | +749.4% | +324.5% | -36.6% |
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