+28.9%
IWD vs ALM
+347.8%
-318.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -1.2% |
| 7D | -0.2% | +8.4% | -8.6% | -0.5% |
| 30D | -0.8% | +34.8% | -35.6% | -2.1% |
| 3M | +8.0% | +16.2% | -8.2% | +7.0% |
| 6M | +18.2% | +2.1% | +16.0% | +17.1% |
| YTD | +22.3% | +117.0% | -94.7% | +18.5% |
| 1Y | +28.9% | +313.9% | -285.0% | +22.8% |
| All | +28.9% | +347.8% | -318.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling