+74.2%
IWD vs ALLY
-8.7%
+82.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | 0.0% |
| 7D | -0.6% | -2.8% | +2.2% | +0.2% |
| 30D | +3.6% | +1.9% | +1.7% | +3.0% |
| 3M | +2.7% | -12.1% | +14.8% | +6.1% |
| 6M | +13.2% | -9.0% | +22.2% | +15.6% |
| YTD | +26.8% | -12.9% | +39.7% | +30.5% |
| 1Y | +29.3% | -0.1% | +29.4% | +28.1% |
| 3Y | +85.1% | +64.6% | +20.6% | +56.2% |
| 5Y | +74.2% | -10.1% | +84.3% | +72.6% |
| All | +74.2% | -8.7% | +82.9% | +72.6% |
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