+302.9%
IWD vs ALM
+7,705.7%
-7,402.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | +0.6% | +32.0% | -31.4% | +0.5% |
| 3M | +7.2% | -15.0% | +22.3% | +7.2% |
| 6M | +16.2% | -10.1% | +26.3% | +16.2% |
| YTD | +23.3% | +99.4% | -76.1% | +23.1% |
| 1Y | +29.6% | +316.4% | -286.8% | +29.1% |
| 3Y | +70.5% | +2,022.0% | -1,951.5% | +69.1% |
| 5Y | +73.5% | +941.2% | -867.7% | +72.2% |
| 10Y | +198.3% | +2,950.3% | -2,752.0% | +195.5% |
| All | +302.9% | +7,705.7% | -7,402.9% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling