+205.1%
IWD vs ALK
-41.7%
+246.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.5% | +9.0% | -9.5% | -2.7% |
| 30D | +2.7% | -1.6% | +4.3% | +2.8% |
| 3M | +0.9% | -23.2% | +24.1% | +6.9% |
| 6M | +10.5% | -3.9% | +14.4% | +9.7% |
| YTD | +23.7% | -22.6% | +46.3% | +27.8% |
| 1Y | +28.7% | -5.3% | +34.1% | +25.8% |
| 3Y | +79.7% | +18.6% | +61.1% | +56.1% |
| 5Y | +69.7% | -34.4% | +104.1% | +69.7% |
| All | +205.1% | -41.7% | +246.8% | +178.2% |
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