+3,452.6%
ALNY vs IWF
+1,223.1%
+2,229.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -5.6% |
| 30D | +11.0% | -1.7% | +12.8% | +13.0% |
| 3M | -14.1% | +0.7% | -14.7% | -16.4% |
| 6M | -22.4% | +8.6% | -30.9% | -30.7% |
| YTD | -37.5% | +3.5% | -41.0% | -41.4% |
| 1Y | -46.9% | +7.0% | -54.0% | -52.3% |
| 3Y | +22.1% | +76.3% | -54.3% | -38.7% |
| 5Y | +31.2% | +74.8% | -43.6% | -35.7% |
| 10Y | +256.3% | +420.5% | -164.1% | -57.8% |
| All | +3,452.6% | +1,223.1% | +2,229.5% | +60.9% |
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