+731.9%
IWD vs ACGL
+6,819.1%
-6,087.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.9% | +6.4% | -7.3% | -3.3% |
| 30D | +2.6% | +16.6% | -14.0% | -3.3% |
| 3M | +1.2% | +11.6% | -10.3% | -3.1% |
| 6M | +12.1% | +17.5% | -5.3% | +4.8% |
| YTD | +24.1% | +15.3% | +8.9% | +16.4% |
| 1Y | +28.5% | +26.3% | +2.2% | +16.2% |
| 3Y | +79.5% | +35.9% | +43.6% | +54.4% |
| 5Y | +70.3% | +168.2% | -97.9% | +9.0% |
| 10Y | +212.5% | +352.0% | -139.4% | +57.5% |
| All | +731.9% | +6,819.1% | -6,087.2% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling