+68.8%
ALB vs IWF
+6.4%
+62.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.2% |
| 7D | -7.6% | -1.7% | -5.9% | -6.1% |
| 30D | -5.6% | -1.8% | -3.8% | -4.1% |
| 3M | -16.8% | +1.5% | -18.3% | -18.4% |
| 6M | -26.3% | +7.7% | -34.0% | -31.9% |
| YTD | -13.2% | +2.7% | -15.9% | -14.7% |
| 1Y | +68.8% | +6.8% | +62.0% | +58.3% |
| All | +68.8% | +6.4% | +62.4% | +58.3% |
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