+1,193.9%
ALB vs IWF
+664.8%
+529.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -3.3% |
| 7D | +5.3% | -2.9% | +8.2% | +7.8% |
| 30D | -6.3% | -10.9% | +4.6% | +5.0% |
| 3M | -27.4% | -8.1% | -19.3% | -21.4% |
| 6M | -53.1% | -7.5% | -45.5% | -49.7% |
| YTD | -32.3% | -3.4% | -28.9% | -30.8% |
| 1Y | -7.3% | -5.0% | -2.3% | -3.6% |
| 3Y | -14.9% | +64.0% | -79.0% | -49.5% |
| 5Y | -62.0% | +56.8% | -118.8% | -76.1% |
| 10Y | +33.0% | +381.2% | -348.2% | -73.8% |
| All | +1,193.9% | +664.8% | +529.1% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling