+304.1%
IWD vs ALM
+3,507.4%
-3,203.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -0.5% | -6.7% | +6.2% | -0.4% |
| 30D | +2.7% | -32.9% | +35.6% | +2.8% |
| 3M | +0.9% | -39.5% | +40.4% | +1.0% |
| 6M | +10.5% | -62.0% | +72.5% | +10.7% |
| YTD | +23.7% | -7.8% | +31.5% | +23.7% |
| 1Y | +28.7% | +26.7% | +2.1% | +28.6% |
| 3Y | +79.7% | +825.4% | -745.6% | +78.7% |
| 5Y | +69.7% | +401.2% | -331.5% | +68.8% |
| 10Y | +211.4% | +2,074.0% | -1,862.6% | +208.9% |
| All | +304.1% | +3,507.4% | -3,203.4% | +298.2% |
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 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