+73.8%
IWF vs ALC
-15.6%
+89.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.4% |
| 7D | +1.5% | -3.7% | +5.2% | +2.9% |
| 30D | -1.3% | -3.7% | +2.5% | 0.0% |
| 3M | +0.1% | +4.6% | -4.4% | -2.1% |
| 6M | +10.3% | -14.6% | +24.9% | +16.1% |
| YTD | +4.2% | -11.9% | +16.0% | +8.0% |
| 1Y | +9.3% | -13.1% | +22.5% | +13.6% |
| 3Y | +79.3% | -15.0% | +94.3% | +82.7% |
| 5Y | +73.8% | -16.2% | +90.0% | +75.7% |
| All | +73.8% | -15.6% | +89.4% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling