+1,615.4%
ALB vs IWF
+727.1%
+888.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | +0.5% | -8.6% | -8.7% |
| 30D | +6.3% | -0.4% | +6.6% | +6.5% |
| 3M | -23.6% | -2.6% | -21.0% | -21.8% |
| 6M | -24.6% | +9.1% | -33.8% | -31.9% |
| YTD | -10.3% | +4.5% | -14.7% | -14.9% |
| 1Y | +61.5% | +10.1% | +51.4% | +45.2% |
| 3Y | -34.0% | +77.6% | -111.6% | -63.6% |
| 5Y | -44.6% | +73.7% | -118.3% | -68.3% |
| 10Y | +76.1% | +411.5% | -335.4% | -67.2% |
| All | +1,615.4% | +727.1% | +888.4% | +42.0% |
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