+24.5%
ALAB vs IWF
-1.6%
+26.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -5.7% |
| 7D | -24.9% | -4.2% | -20.7% | -13.4% |
| 30D | -38.4% | -8.1% | -30.2% | -17.5% |
| 3M | -38.3% | -5.1% | -33.2% | -24.3% |
| 6M | +10.9% | -1.4% | +12.4% | +27.5% |
| YTD | +34.2% | -0.1% | +34.3% | +51.6% |
| 1Y | +24.5% | -1.3% | +25.8% | +47.0% |
| All | +24.5% | -1.6% | +26.1% | +47.0% |
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