+383.3%
IWF vs ALLE
+233.6%
+149.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +1.8% |
| 7D | -1.0% | -0.6% | -0.4% | -0.7% |
| 30D | -10.1% | +26.6% | -36.7% | -18.9% |
| 3M | -7.6% | +13.2% | -20.8% | -12.8% |
| 6M | -6.7% | +42.9% | -49.6% | -21.0% |
| YTD | -2.5% | +21.0% | -23.6% | -12.0% |
| 1Y | -2.1% | +15.2% | -17.2% | -9.6% |
| 3Y | +68.6% | +95.6% | -27.0% | +18.1% |
| 5Y | +55.8% | +53.4% | +2.4% | +20.3% |
| 10Y | +383.3% | +221.5% | +161.8% | +172.4% |
| All | +383.3% | +233.6% | +149.6% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling