+205.0%
IWD vs ACM
+147.1%
+57.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +0.1% |
| 7D | +1.3% | +6.9% | -5.6% | -1.3% |
| 30D | +3.6% | +19.1% | -15.5% | -3.0% |
| 3M | +2.3% | -6.9% | +9.3% | +4.3% |
| 6M | +13.0% | -12.0% | +25.1% | +16.8% |
| YTD | +26.2% | -25.1% | +51.3% | +37.7% |
| 1Y | +30.5% | -45.4% | +75.9% | +61.1% |
| 3Y | +86.2% | -6.9% | +93.1% | +81.2% |
| 5Y | +72.9% | +3.7% | +69.1% | +58.7% |
| 10Y | +205.0% | +135.8% | +69.3% | +97.8% |
| All | +205.0% | +147.1% | +57.9% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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