+381.2%
IWF vs ALLE
+217.2%
+164.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -10.9% | +25.9% | -36.8% | -19.4% |
| 3M | -8.1% | +14.9% | -23.0% | -13.8% |
| 6M | -7.5% | +42.1% | -49.6% | -21.5% |
| YTD | -3.4% | +20.4% | -23.8% | -12.6% |
| 1Y | -5.0% | +14.9% | -19.9% | -12.3% |
| 3Y | +64.0% | +90.1% | -26.1% | +16.3% |
| 5Y | +56.8% | +53.0% | +3.8% | +21.0% |
| 10Y | +381.2% | +208.8% | +172.4% | +174.3% |
| All | +381.2% | +217.2% | +164.0% | +174.3% |
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