+8.6%
ALB vs IWF
-1.6%
+10.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.0% |
| 7D | -2.1% | -4.2% | +2.1% | +1.4% |
| 30D | -9.0% | -8.1% | -0.9% | -2.5% |
| 3M | -21.1% | -5.1% | -16.1% | -17.8% |
| 6M | -49.9% | -1.4% | -48.5% | -49.3% |
| YTD | -32.3% | -0.1% | -32.2% | -31.7% |
| 1Y | +8.6% | -1.3% | +9.9% | +10.9% |
| All | +8.6% | -1.6% | +10.2% | +10.9% |
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