+44.1%
AA vs IWF
+389.3%
-345.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | +5.3% | +5.3% | 0.0% | -0.5% |
| 30D | -2.3% | -8.6% | +6.3% | +8.2% |
| 3M | -20.8% | -6.5% | -14.3% | -14.7% |
| 6M | -39.8% | -5.6% | -34.2% | -35.8% |
| YTD | -23.3% | -1.5% | -21.7% | -22.3% |
| 1Y | +1.8% | -2.8% | +4.7% | +5.0% |
| 3Y | +69.5% | +67.1% | +2.4% | -4.9% |
| 5Y | -18.0% | +57.6% | -75.6% | -51.0% |
| All | +44.1% | +389.3% | -345.2% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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