+400.4%
ALAB vs IWF
+48.6%
+351.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | +7.2% | +0.5% | +6.7% | +6.0% |
| 30D | -2.5% | -0.4% | -2.1% | -1.3% |
| 3M | -13.3% | -2.6% | -10.7% | -3.2% |
| 6M | +172.8% | +9.1% | +163.7% | +137.2% |
| YTD | +86.6% | +4.5% | +82.1% | +80.6% |
| 1Y | +65.2% | +10.1% | +55.1% | +46.0% |
| All | +400.4% | +48.6% | +351.8% | +150.8% |
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