+79.7%
IWD vs ACI
-35.7%
+115.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -0.5% | -2.2% | +1.8% | -0.3% |
| 30D | +2.7% | +10.3% | -7.6% | +2.0% |
| 3M | +0.9% | +7.2% | -6.3% | +0.4% |
| 6M | +10.5% | -18.0% | +28.5% | +11.7% |
| YTD | +23.7% | -22.0% | +45.7% | +25.2% |
| 1Y | +28.7% | -23.4% | +52.1% | +30.6% |
| 3Y | +79.7% | -35.8% | +115.5% | +87.5% |
| All | +79.7% | -35.7% | +115.4% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling