+10.1%
IWF vs ALC
-10.2%
+20.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | -2.6% | +5.9% | -8.5% | -3.2% |
| 6M | +9.1% | -15.9% | +25.1% | +11.9% |
| YTD | +4.5% | -10.1% | +14.6% | +6.2% |
| 1Y | +10.1% | -10.2% | +20.3% | +12.1% |
| All | +10.1% | -10.2% | +20.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling