+213.2%
IWF vs ALC
+32.2%
+181.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.7% | +2.8% |
| 7D | -1.0% | +2.1% | -3.1% | -1.9% |
| 30D | -10.1% | +17.2% | -27.3% | -15.9% |
| 3M | -7.6% | +4.6% | -12.3% | -9.8% |
| 6M | -6.7% | +20.1% | -26.8% | -14.6% |
| YTD | -2.5% | -4.2% | +1.6% | -2.5% |
| 1Y | -2.1% | +2.1% | -4.1% | -5.0% |
| 3Y | +68.6% | +4.5% | +64.2% | +55.8% |
| 5Y | +55.8% | -12.3% | +68.2% | +54.4% |
| All | +213.2% | +32.2% | +181.1% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling