+12.4%
AA vs IWF
+72.9%
-60.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -0.6% | +0.5% | -1.2% | -1.2% |
| 30D | -1.6% | -1.4% | -0.2% | -0.1% |
| 3M | -29.8% | +0.4% | -30.3% | -30.3% |
| 6M | -16.6% | +8.5% | -25.1% | -24.0% |
| YTD | -4.0% | +3.7% | -7.7% | -7.9% |
| 1Y | +63.5% | +8.5% | +55.0% | +50.2% |
| 3Y | +86.8% | +78.5% | +8.2% | +1.3% |
| 5Y | +12.4% | +73.6% | -61.3% | -42.6% |
| All | +12.4% | +72.9% | -60.5% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling