+1.8%
AA vs IWF
-3.5%
+5.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +5.3% | +5.3% | 0.0% | +0.1% |
| 30D | -2.3% | -8.6% | +6.3% | +6.9% |
| 3M | -20.8% | -6.5% | -14.3% | -15.4% |
| 6M | -39.8% | -5.6% | -34.2% | -36.0% |
| YTD | -23.3% | -1.5% | -21.7% | -19.6% |
| 1Y | +1.8% | -2.8% | +4.7% | +9.9% |
| All | +1.8% | -3.5% | +5.3% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling