+724.9%
IWF vs AFL
+1,448.5%
-723.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -1.3% | -7.1% | +5.9% | +1.0% |
| 3M | +0.1% | +0.4% | -0.3% | -0.3% |
| 6M | +10.3% | +4.5% | +5.7% | +8.2% |
| YTD | +4.2% | +6.1% | -1.9% | +1.6% |
| 1Y | +9.3% | +10.6% | -1.2% | +5.0% |
| 3Y | +79.3% | +64.0% | +15.3% | +50.2% |
| 5Y | +73.8% | +133.7% | -60.0% | +29.5% |
| 10Y | +410.9% | +298.0% | +112.9% | +210.5% |
| All | +724.9% | +1,448.5% | -723.6% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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