+384.5%
ALAB vs IWF
+47.5%
+337.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +5.1% |
| 7D | +9.6% | +0.5% | +9.1% | +8.3% |
| 30D | -5.3% | -1.4% | -3.9% | -1.7% |
| 3M | -12.0% | +0.4% | -12.5% | -8.8% |
| 6M | +145.7% | +8.5% | +137.3% | +117.1% |
| YTD | +80.7% | +3.7% | +77.0% | +78.1% |
| 1Y | +40.1% | +8.5% | +31.6% | +28.0% |
| All | +384.5% | +47.5% | +337.1% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling