+724.9%
IWF vs AIG
-91.6%
+816.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +1.5% | -1.6% | +3.1% | +1.7% |
| 30D | -1.3% | -5.2% | +3.9% | -0.4% |
| 3M | +0.1% | +1.5% | -1.3% | -0.3% |
| 6M | +10.3% | -3.9% | +14.2% | +10.7% |
| YTD | +4.2% | -11.6% | +15.8% | +5.8% |
| 1Y | +9.3% | -2.9% | +12.2% | +9.2% |
| 3Y | +79.3% | +33.7% | +45.6% | +69.7% |
| 5Y | +73.8% | +52.7% | +21.1% | +60.3% |
| 10Y | +410.9% | +62.6% | +348.3% | +348.8% |
| All | +724.9% | -91.6% | +816.5% | +1,026.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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