+84.9%
IWD vs ALK
+13.2%
+71.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +3.6% | +7.7% | -4.1% | +2.2% |
| 3M | +2.2% | -19.0% | +21.1% | +5.2% |
| 6M | +13.0% | -0.2% | +13.2% | +11.7% |
| YTD | +26.5% | -23.5% | +50.0% | +29.5% |
| 1Y | +30.1% | -9.1% | +39.3% | +29.0% |
| 3Y | +84.9% | +12.0% | +72.8% | +74.5% |
| All | +84.9% | +13.2% | +71.7% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling