+33.9%
ALNY vs IWF
+73.7%
-39.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -6.5% | -0.9% | -5.6% | -6.0% |
| 30D | +11.0% | -1.7% | +12.8% | +12.2% |
| 3M | -14.1% | +0.7% | -14.7% | -15.3% |
| 6M | -22.4% | +8.6% | -30.9% | -27.7% |
| YTD | -37.5% | +3.5% | -41.0% | -39.8% |
| 1Y | -46.9% | +7.0% | -54.0% | -50.3% |
| 3Y | +22.1% | +76.3% | -54.3% | -23.0% |
| All | +33.9% | +73.7% | -39.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling