+365.7%
ALAB vs IWF
+48.1%
+317.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.2% |
| 7D | +3.2% | +1.5% | +1.7% | -0.4% |
| 30D | -13.6% | -1.3% | -12.3% | -10.5% |
| 3M | -16.6% | +0.1% | -16.7% | -12.9% |
| 6M | +142.3% | +10.3% | +132.1% | +106.3% |
| YTD | +73.6% | +4.2% | +69.5% | +69.4% |
| 1Y | +33.7% | +9.3% | +24.4% | +20.0% |
| All | +365.7% | +48.1% | +317.5% | +135.2% |
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