+87.3%
ALB vs IWF
+412.6%
-325.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.3% |
| 7D | -8.6% | +0.5% | -9.1% | -9.2% |
| 30D | -4.0% | -1.4% | -2.7% | -2.8% |
| 3M | -17.4% | +0.4% | -17.8% | -18.2% |
| 6M | -25.4% | +8.5% | -33.8% | -32.3% |
| YTD | -10.5% | +3.7% | -14.2% | -14.5% |
| 1Y | +75.8% | +8.5% | +67.4% | +60.3% |
| 3Y | -28.5% | +78.5% | -107.0% | -61.6% |
| 5Y | -45.1% | +73.6% | -118.8% | -69.3% |
| 10Y | +87.3% | +421.3% | -334.0% | -69.1% |
| All | +87.3% | +412.6% | -325.3% | -69.1% |
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 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