+61.5%
ALB vs IWF
+10.9%
+50.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | +0.5% | -8.6% | -8.6% |
| 30D | +6.3% | -0.4% | +6.6% | +6.5% |
| 3M | -23.6% | -2.6% | -21.0% | -21.3% |
| 6M | -24.6% | +9.1% | -33.8% | -30.9% |
| YTD | -10.3% | +4.5% | -14.7% | -13.3% |
| 1Y | +61.5% | +10.1% | +51.4% | +52.1% |
| All | +61.5% | +10.9% | +50.6% | +52.1% |
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