+84.5%
IWD vs ALC
+1.2%
+83.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.7% | -6.2% | +7.8% | +3.2% |
| 30D | +3.2% | +14.0% | -10.8% | +0.1% |
| 3M | +2.3% | -2.4% | +4.7% | +2.8% |
| 6M | +12.9% | +12.6% | +0.3% | +9.4% |
| YTD | +26.2% | -8.4% | +34.6% | +28.2% |
| 1Y | +28.3% | -9.1% | +37.4% | +30.4% |
| All | +84.5% | +1.2% | +83.3% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling