+201.7%
IWD vs ACGL
+324.4%
-122.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.3% | +2.2% | +0.1% | +1.4% |
| 30D | +3.6% | +12.3% | -8.7% | -1.3% |
| 3M | +2.2% | +11.8% | -9.7% | -2.6% |
| 6M | +13.0% | +17.5% | -4.5% | +5.1% |
| YTD | +26.5% | +14.3% | +12.2% | +18.5% |
| 1Y | +30.1% | +18.2% | +12.0% | +20.1% |
| 3Y | +84.9% | +33.2% | +51.7% | +57.8% |
| 5Y | +73.4% | +174.3% | -101.0% | +1.5% |
| All | +201.7% | +324.4% | -122.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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