+79.3%
IWF vs ALC
-15.5%
+94.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | +1.5% | -3.7% | +5.2% | +2.3% |
| 30D | -1.3% | -3.7% | +2.5% | -0.5% |
| 3M | +0.1% | +4.6% | -4.4% | -1.3% |
| 6M | +10.3% | -14.6% | +24.9% | +14.3% |
| YTD | +4.2% | -11.9% | +16.0% | +6.8% |
| 1Y | +9.3% | -13.1% | +22.5% | +12.4% |
| 3Y | +79.3% | -15.0% | +94.3% | +87.4% |
| All | +79.3% | -15.5% | +94.9% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling