+271.8%
IWD vs ALLY
+101.5%
+170.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | +2.6% | +4.2% | -1.5% | +1.3% |
| 3M | +1.2% | -12.4% | +13.7% | +5.3% |
| 6M | +12.1% | -8.7% | +20.8% | +14.8% |
| YTD | +24.1% | -11.6% | +35.8% | +27.8% |
| 1Y | +28.5% | +0.2% | +28.3% | +27.0% |
| 3Y | +79.5% | +57.1% | +22.4% | +49.0% |
| 5Y | +70.3% | -6.8% | +77.1% | +60.6% |
| 10Y | +212.5% | +200.4% | +12.2% | +84.7% |
| All | +271.8% | +101.5% | +170.3% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling