+202.4%
IWD vs ALLY
+182.8%
+19.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +1.6% | -0.7% | +2.2% | +1.8% |
| 30D | +3.6% | +1.1% | +2.4% | +3.2% |
| 3M | +2.0% | -13.2% | +15.2% | +6.5% |
| 6M | +13.1% | -13.5% | +26.5% | +17.7% |
| YTD | +26.2% | -14.3% | +40.5% | +31.2% |
| 1Y | +29.6% | -1.1% | +30.7% | +28.6% |
| 3Y | +84.3% | +62.0% | +22.3% | +50.9% |
| 5Y | +73.4% | -9.6% | +83.1% | +65.3% |
| 10Y | +202.4% | +176.0% | +26.5% | +89.0% |
| All | +202.4% | +182.8% | +19.6% | +89.0% |
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