+79.7%
IWD vs ACGL
+31.5%
+48.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.2% |
| 7D | -0.5% | +0.9% | -1.3% | -0.6% |
| 30D | +2.7% | +13.7% | -11.1% | +0.2% |
| 3M | +0.9% | +8.0% | -7.2% | -0.6% |
| 6M | +10.5% | +13.3% | -2.7% | +7.8% |
| YTD | +23.7% | +11.8% | +11.9% | +20.6% |
| 1Y | +28.7% | +22.2% | +6.5% | +22.9% |
| 3Y | +79.7% | +32.5% | +47.2% | +74.9% |
| All | +79.7% | +31.5% | +48.2% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling