+74.9%
IWD vs ACI
-42.9%
+117.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +0.6% | +5.9% | -5.3% | -0.1% |
| 3M | +7.2% | -19.8% | +27.0% | +9.4% |
| 6M | +16.2% | -24.7% | +40.9% | +19.3% |
| YTD | +23.3% | -24.4% | +47.7% | +26.3% |
| 1Y | +29.6% | -31.5% | +61.1% | +34.4% |
| 3Y | +70.5% | -38.7% | +109.1% | +78.8% |
| All | +74.9% | -42.9% | +117.9% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling