+74.9%
IWD vs ALM
+951.0%
-876.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -0.3% | -2.6% | +2.3% | -0.2% |
| 30D | +0.6% | +32.0% | -31.4% | -0.4% |
| 3M | +7.2% | -15.0% | +22.3% | +7.4% |
| 6M | +16.2% | -10.1% | +26.3% | +15.8% |
| YTD | +23.3% | +99.4% | -76.1% | +19.8% |
| 1Y | +29.6% | +316.4% | -286.8% | +22.8% |
| 3Y | +70.5% | +2,022.0% | -1,951.5% | +51.1% |
| All | +74.9% | +951.0% | -876.1% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling