+358.0%
IWD vs ACM
+233.3%
+124.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | +5.4% | -5.8% | -2.4% |
| 30D | +2.7% | +15.1% | -12.5% | -2.5% |
| 3M | +0.9% | -10.5% | +11.3% | +4.2% |
| 6M | +10.5% | -19.7% | +30.2% | +17.9% |
| YTD | +23.7% | -28.8% | +52.5% | +36.9% |
| 1Y | +28.7% | -47.9% | +76.6% | +59.4% |
| 3Y | +79.7% | -12.4% | +92.1% | +80.5% |
| 5Y | +69.7% | +0.6% | +69.1% | +60.1% |
| 10Y | +211.4% | +161.3% | +50.2% | +93.7% |
| All | +358.0% | +233.3% | +124.7% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling