+270.4%
IWD vs ALLY
+98.1%
+172.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | +2.7% | +3.1% | -0.4% | +1.6% |
| 3M | +0.9% | -12.6% | +13.5% | +5.0% |
| 6M | +10.5% | -12.4% | +23.0% | +14.6% |
| YTD | +23.7% | -13.2% | +36.9% | +28.0% |
| 1Y | +28.7% | +1.8% | +26.9% | +26.6% |
| 3Y | +79.7% | +58.0% | +21.7% | +48.8% |
| 5Y | +69.7% | -8.4% | +78.1% | +60.8% |
| 10Y | +211.4% | +195.3% | +16.2% | +85.0% |
| All | +270.4% | +98.1% | +172.3% | +138.0% |
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 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