-15.9%
AA vs IWF
+682.3%
-698.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | -0.1% |
| 7D | +1.1% | -1.1% | +2.2% | +2.5% |
| 30D | -1.3% | -8.3% | +7.0% | +9.6% |
| 3M | -23.9% | -5.6% | -18.4% | -18.6% |
| 6M | -36.8% | -5.4% | -31.4% | -32.5% |
| YTD | -22.2% | -1.2% | -21.0% | -21.6% |
| 1Y | +10.4% | -2.7% | +13.0% | +13.5% |
| 3Y | +72.0% | +67.8% | +4.2% | -8.8% |
| 5Y | -15.6% | +60.1% | -75.7% | -52.9% |
| 10Y | +47.8% | +392.2% | -344.4% | -80.1% |
| All | -15.9% | +682.3% | -698.2% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling