+73.4%
IWD vs ACGL
+173.1%
-99.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +3.6% | +14.2% | -10.6% | 0.0% |
| 3M | +2.0% | +11.1% | -9.0% | -0.9% |
| 6M | +13.1% | +16.4% | -3.3% | +8.2% |
| YTD | +26.2% | +13.8% | +12.4% | +21.1% |
| 1Y | +29.6% | +21.6% | +8.0% | +21.9% |
| 3Y | +84.3% | +33.5% | +50.8% | +66.1% |
| 5Y | +73.4% | +174.8% | -101.4% | +10.7% |
| All | +73.4% | +173.1% | -99.7% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling