-17.2%
AA vs IWF
+679.4%
-696.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | +5.3% | +5.3% | 0.0% | -1.0% |
| 30D | -2.3% | -8.6% | +6.3% | +9.0% |
| 3M | -20.8% | -6.5% | -14.3% | -14.2% |
| 6M | -39.8% | -5.6% | -34.2% | -35.6% |
| YTD | -23.3% | -1.5% | -21.7% | -22.4% |
| 1Y | +1.8% | -2.8% | +4.7% | +5.0% |
| 3Y | +69.5% | +67.1% | +2.4% | -9.7% |
| 5Y | -18.0% | +57.6% | -75.6% | -53.3% |
| 10Y | +45.7% | +390.4% | -344.7% | -80.3% |
| All | -17.2% | +679.4% | -696.5% | -95.7% |
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