+728.9%
IWD vs ACGL
+6,613.2%
-5,884.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.8% |
| 7D | -0.5% | +0.9% | -1.3% | -0.8% |
| 30D | +2.7% | +13.7% | -11.1% | -2.4% |
| 3M | +0.9% | +8.0% | -7.2% | -2.3% |
| 6M | +10.5% | +13.3% | -2.7% | +4.7% |
| YTD | +23.7% | +11.8% | +11.9% | +17.3% |
| 1Y | +28.7% | +22.2% | +6.5% | +17.9% |
| 3Y | +79.7% | +32.5% | +47.2% | +56.0% |
| 5Y | +69.7% | +160.2% | -90.5% | +9.8% |
| 10Y | +211.4% | +338.5% | -127.1% | +58.8% |
| All | +728.9% | +6,613.2% | -5,884.3% | +153.7% |
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 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