+383.3%
IWF vs ALK
-37.5%
+420.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.1% | -4.2% | +1.3% |
| 7D | -1.0% | +8.9% | -9.9% | -3.0% |
| 30D | -10.1% | +5.9% | -16.0% | -11.5% |
| 3M | -7.6% | -16.5% | +8.9% | -4.3% |
| 6M | -6.7% | +2.1% | -8.8% | -8.5% |
| YTD | -2.5% | -17.1% | +14.6% | -0.9% |
| 1Y | -2.1% | -2.9% | +0.8% | -4.3% |
| 3Y | +68.6% | +24.5% | +44.2% | +49.0% |
| 5Y | +55.8% | -29.1% | +84.9% | +54.4% |
| 10Y | +383.3% | -39.1% | +422.4% | +361.6% |
| All | +383.3% | -37.5% | +420.7% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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