+159.7%
IWD vs ACI
+17.4%
+142.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -2.3% | -7.1% | +4.7% | -1.7% |
| 30D | -1.8% | -4.5% | +2.7% | -1.4% |
| 3M | +8.0% | -22.3% | +30.3% | +10.1% |
| 6M | +17.0% | -28.4% | +45.4% | +19.9% |
| YTD | +21.3% | -29.5% | +50.8% | +24.4% |
| 1Y | +27.9% | -34.2% | +62.2% | +32.0% |
| 3Y | +70.1% | -45.7% | +115.7% | +78.3% |
| 5Y | +74.2% | -40.8% | +115.0% | +79.9% |
| All | +159.7% | +17.4% | +142.4% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling