+204.6%
IWD vs ALLY
+182.4%
+22.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | 0.0% |
| 7D | -0.6% | -2.8% | +2.2% | +0.3% |
| 30D | +3.6% | +1.9% | +1.7% | +2.9% |
| 3M | +2.7% | -12.1% | +14.8% | +6.7% |
| 6M | +13.2% | -9.0% | +22.2% | +16.1% |
| YTD | +26.8% | -12.9% | +39.7% | +31.1% |
| 1Y | +29.3% | -0.1% | +29.4% | +27.9% |
| 3Y | +85.1% | +64.6% | +20.6% | +50.8% |
| 5Y | +74.2% | -10.1% | +84.3% | +66.4% |
| 10Y | +204.6% | +176.7% | +27.9% | +89.7% |
| All | +204.6% | +182.4% | +22.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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