+144.8%
IWD vs ALC
+30.3%
+114.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +1.6% | +2.3% | -0.8% | +0.7% |
| 30D | +3.6% | +15.5% | -11.9% | -1.9% |
| 3M | +2.0% | +0.6% | +1.5% | +1.5% |
| 6M | +13.1% | +18.4% | -5.3% | +5.5% |
| YTD | +26.2% | -5.6% | +31.8% | +27.2% |
| 1Y | +29.6% | 0.0% | +29.5% | +27.5% |
| 3Y | +84.3% | +2.8% | +81.5% | +74.2% |
| 5Y | +73.4% | -8.8% | +82.2% | +69.2% |
| All | +144.8% | +30.3% | +114.5% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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