+30.1%
IWD vs ALK
-10.2%
+40.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +3.6% | +7.7% | -4.1% | +2.5% |
| 3M | +2.2% | -19.0% | +21.1% | +4.7% |
| 6M | +13.0% | -0.2% | +13.2% | +11.9% |
| YTD | +26.5% | -23.5% | +50.0% | +28.1% |
| 1Y | +30.1% | -9.1% | +39.3% | +26.8% |
| All | +30.1% | -10.2% | +40.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling