+212.9%
IWF vs ALC
+30.4%
+182.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -2.4% |
| 7D | +2.8% | -1.1% | +3.9% | +3.2% |
| 30D | -7.5% | +16.0% | -23.6% | -13.2% |
| 3M | -8.5% | +0.8% | -9.3% | -9.3% |
| 6M | -7.4% | +16.8% | -24.2% | -14.2% |
| YTD | -2.6% | -5.5% | +2.8% | -2.2% |
| 1Y | -1.8% | -5.3% | +3.4% | -1.6% |
| 3Y | +65.5% | +4.1% | +61.4% | +52.8% |
| 5Y | +55.8% | -7.1% | +62.9% | +50.0% |
| All | +212.9% | +30.4% | +182.5% | +144.9% |
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