-26.4%
ALB vs IWF
+79.6%
-106.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | -4.4% | +1.5% | -5.9% | -6.1% |
| 30D | -1.2% | -1.3% | +0.1% | +0.1% |
| 3M | -13.3% | +0.1% | -13.4% | -13.9% |
| 6M | -19.8% | +10.3% | -30.0% | -29.3% |
| YTD | -7.9% | +4.2% | -12.1% | -12.9% |
| 1Y | +60.2% | +9.3% | +50.8% | +43.0% |
| 3Y | -26.4% | +79.3% | -105.8% | -67.1% |
| All | -26.4% | +79.6% | -106.1% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling