+28.9%
IWD vs ACM
-47.1%
+76.0%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.8% | -12.9% | +12.1% | +0.7% |
| 3M | +8.0% | -6.4% | +14.4% | +8.6% |
| 6M | +18.2% | -29.2% | +47.4% | +22.9% |
| YTD | +22.3% | -29.9% | +52.3% | +27.3% |
| 1Y | +28.9% | -47.3% | +76.1% | +38.5% |
| All | +28.9% | -47.1% | +76.0% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling