+73.2%
IWD vs ALC
-9.1%
+82.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +3.6% | +16.0% | -12.5% | -1.0% |
| 3M | +2.2% | +0.8% | +1.3% | +1.7% |
| 6M | +13.0% | +16.8% | -3.9% | +7.2% |
| YTD | +26.5% | -5.5% | +32.0% | +27.5% |
| 1Y | +30.1% | -5.3% | +35.4% | +30.9% |
| 3Y | +84.9% | +4.1% | +80.8% | +75.5% |
| All | +73.2% | -9.1% | +82.3% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling