+139.3%
IWD vs ALC
+24.0%
+115.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -0.3% | -2.1% | +1.8% | +0.5% |
| 30D | +0.6% | -0.1% | +0.7% | +0.5% |
| 3M | +7.2% | +5.9% | +1.3% | +4.6% |
| 6M | +16.2% | -15.9% | +32.1% | +22.9% |
| YTD | +23.3% | -10.1% | +33.4% | +26.9% |
| 1Y | +29.6% | -10.2% | +39.8% | +33.0% |
| 3Y | +70.5% | -13.6% | +84.0% | +73.4% |
| 5Y | +73.5% | -15.1% | +88.6% | +74.1% |
| All | +139.3% | +24.0% | +115.3% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling