+205.0%
IWD vs ALM
+2,221.4%
-2,016.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.8% |
| 7D | +1.3% | +0.7% | +0.5% | +1.2% |
| 30D | +3.6% | -26.1% | +29.7% | +4.3% |
| 3M | +2.3% | -38.1% | +40.5% | +3.3% |
| 6M | +13.0% | -55.4% | +68.5% | +14.7% |
| YTD | +26.2% | -0.4% | +26.6% | +25.4% |
| 1Y | +30.5% | +25.4% | +5.1% | +28.8% |
| 3Y | +86.2% | +907.8% | -821.5% | +73.8% |
| 5Y | +72.9% | +440.2% | -367.3% | +62.1% |
| 10Y | +205.0% | +2,031.1% | -1,826.1% | +185.0% |
| All | +205.0% | +2,221.4% | -2,016.4% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling