+74.9%
IWD vs ALLY
+1.6%
+73.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.3% | +3.7% | -3.9% | -1.2% |
| 30D | +0.6% | -2.3% | +2.8% | +1.1% |
| 3M | +7.2% | +3.8% | +3.4% | +6.0% |
| 6M | +16.2% | +9.7% | +6.5% | +12.9% |
| YTD | +23.3% | -1.4% | +24.7% | +23.0% |
| 1Y | +29.6% | +8.2% | +21.3% | +25.7% |
| 3Y | +70.5% | +66.5% | +4.0% | +43.7% |
| All | +74.9% | +1.6% | +73.3% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling