+145.9%
IWD vs ALC
+27.5%
+118.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.2% |
| 7D | -0.6% | -6.3% | +5.7% | +1.8% |
| 30D | +3.6% | +12.6% | -9.0% | -0.9% |
| 3M | +2.7% | -3.8% | +6.5% | +3.8% |
| 6M | +13.2% | +16.8% | -3.6% | +6.1% |
| YTD | +26.8% | -7.6% | +34.4% | +28.8% |
| 1Y | +29.3% | -5.9% | +35.1% | +30.2% |
| 3Y | +85.1% | +0.6% | +84.6% | +76.3% |
| 5Y | +74.2% | -9.5% | +83.7% | +70.1% |
| All | +145.9% | +27.5% | +118.4% | +89.4% |
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