-1.3%
IWF vs ALLE
+18.6%
-19.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.4% |
| 7D | -4.2% | +6.7% | -10.8% | -4.3% |
| 30D | -8.1% | +25.4% | -33.5% | -8.8% |
| 3M | -5.1% | +16.9% | -22.0% | -5.3% |
| 6M | -1.4% | +46.6% | -48.0% | -3.5% |
| YTD | -0.1% | +22.4% | -22.5% | -2.3% |
| 1Y | -1.3% | +17.7% | -19.0% | -2.4% |
| All | -1.3% | +18.6% | -19.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling