+38.6%
ALB vs IWF
+383.8%
-345.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.2% |
| 7D | -5.8% | +2.8% | -8.6% | -8.6% |
| 30D | -4.5% | -7.5% | +3.0% | +3.0% |
| 3M | -28.1% | -8.5% | -19.6% | -21.7% |
| 6M | -53.2% | -7.4% | -45.8% | -49.8% |
| YTD | -33.3% | -2.6% | -30.7% | -32.4% |
| 1Y | -17.4% | -1.8% | -15.6% | -17.0% |
| 3Y | -14.1% | +65.5% | -79.6% | -50.4% |
| 5Y | -64.0% | +55.8% | -119.9% | -77.7% |
| All | +38.6% | +383.8% | -345.2% | -75.5% |
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