+726.5%
IWD vs ACGL
+6,038.8%
-5,312.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | 0.0% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +0.6% | -1.0% | +1.6% | +0.9% |
| 3M | +7.2% | +11.0% | -3.8% | +2.6% |
| 6M | +16.2% | -0.3% | +16.5% | +15.7% |
| YTD | +23.3% | +2.3% | +21.1% | +21.2% |
| 1Y | +29.6% | +6.4% | +23.2% | +25.1% |
| 3Y | +70.5% | +34.0% | +36.5% | +46.9% |
| 5Y | +73.5% | +161.6% | -88.2% | +11.8% |
| 10Y | +198.3% | +278.6% | -80.3% | +60.8% |
| All | +726.5% | +6,038.8% | -5,312.3% | +162.2% |
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