+269.3%
IWD vs ALLY
+124.8%
+144.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.3% | +3.7% | -3.9% | -1.4% |
| 30D | +0.6% | -2.3% | +2.8% | +1.2% |
| 3M | +7.2% | +3.8% | +3.4% | +5.8% |
| 6M | +16.2% | +9.7% | +6.5% | +12.3% |
| YTD | +23.3% | -1.4% | +24.7% | +22.9% |
| 1Y | +29.6% | +8.2% | +21.3% | +24.9% |
| 3Y | +70.5% | +66.5% | +4.0% | +38.8% |
| 5Y | +73.5% | +1.2% | +72.3% | +59.2% |
| 10Y | +198.3% | +191.4% | +6.9% | +77.6% |
| All | +269.3% | +124.8% | +144.5% | +128.5% |
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