+205.0%
IWD vs ALLY
+201.0%
+4.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +3.6% | +3.4% | +0.1% | +2.4% |
| 3M | +2.3% | -11.1% | +13.4% | +6.0% |
| 6M | +13.0% | -11.5% | +24.5% | +16.9% |
| YTD | +26.2% | -12.3% | +38.5% | +30.2% |
| 1Y | +30.5% | +1.1% | +29.4% | +28.6% |
| 3Y | +86.2% | +64.8% | +21.4% | +51.7% |
| 5Y | +72.9% | -6.9% | +79.7% | +63.1% |
| 10Y | +205.0% | +194.9% | +10.1% | +88.0% |
| All | +205.0% | +201.0% | +4.0% | +88.0% |
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