+233.2%
IWF vs ALC
+20.4%
+212.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | +0.5% | -5.3% | +5.8% | +2.7% |
| 30D | -1.4% | -7.1% | +5.7% | +1.5% |
| 3M | +0.4% | +0.8% | -0.3% | -0.5% |
| 6M | +8.5% | -16.0% | +24.4% | +15.3% |
| YTD | +3.7% | -12.7% | +16.4% | +8.1% |
| 1Y | +8.5% | -12.8% | +21.3% | +12.7% |
| 3Y | +78.5% | -15.8% | +94.4% | +83.0% |
| 5Y | +73.6% | -16.7% | +90.3% | +75.6% |
| All | +233.2% | +20.4% | +212.9% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling