+205.0%
IWD vs ALK
-37.5%
+242.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.1% | +0.3% |
| 7D | +1.3% | +8.9% | -7.7% | -0.9% |
| 30D | +3.6% | +5.9% | -2.4% | +1.8% |
| 3M | +2.3% | -16.5% | +18.9% | +6.3% |
| 6M | +13.0% | +2.1% | +10.9% | +10.5% |
| YTD | +26.2% | -17.1% | +43.3% | +28.2% |
| 1Y | +30.5% | -2.9% | +33.3% | +26.8% |
| 3Y | +86.2% | +24.5% | +61.7% | +59.9% |
| 5Y | +72.9% | -29.1% | +102.0% | +69.6% |
| 10Y | +205.0% | -39.1% | +244.2% | +170.8% |
| All | +205.0% | -37.5% | +242.5% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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