+194.7%
IWD vs ALM
+3,219.4%
-3,024.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -1.0% |
| 7D | -0.2% | +8.4% | -8.6% | -0.4% |
| 30D | -0.8% | +34.8% | -35.6% | -1.6% |
| 3M | +8.0% | +16.2% | -8.2% | +7.4% |
| 6M | +18.2% | +2.1% | +16.0% | +17.5% |
| YTD | +22.3% | +117.0% | -94.7% | +19.4% |
| 1Y | +28.9% | +313.9% | -285.0% | +23.7% |
| 3Y | +71.5% | +2,327.9% | -2,256.4% | +56.5% |
| 5Y | +73.6% | +1,040.6% | -967.0% | +59.9% |
| 10Y | +194.7% | +3,219.4% | -3,024.7% | +167.9% |
| All | +194.7% | +3,219.4% | -3,024.7% | +167.9% |
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