+74.9%
IWD vs ACGL
+161.8%
-86.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.2% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | +0.6% | -1.0% | +1.6% | +0.8% |
| 3M | +7.2% | +11.0% | -3.8% | +3.9% |
| 6M | +16.2% | -0.3% | +16.5% | +15.9% |
| YTD | +23.3% | +2.3% | +21.1% | +21.9% |
| 1Y | +29.6% | +6.4% | +23.2% | +26.3% |
| 3Y | +70.5% | +34.0% | +36.5% | +51.5% |
| All | +74.9% | +161.8% | -86.8% | +15.0% |
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