+392.2%
IWF vs ALLE
+212.2%
+180.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +1.9% |
| 7D | -1.1% | -0.8% | -0.3% | -0.7% |
| 30D | -8.3% | +27.4% | -35.6% | -17.5% |
| 3M | -5.6% | +13.8% | -19.4% | -11.1% |
| 6M | -5.4% | +45.5% | -50.9% | -20.5% |
| YTD | -1.2% | +21.4% | -22.6% | -10.9% |
| 1Y | -2.7% | +15.4% | -18.0% | -10.2% |
| 3Y | +67.8% | +91.7% | -23.9% | +18.6% |
| 5Y | +60.1% | +54.5% | +5.6% | +23.1% |
| 10Y | +392.2% | +210.5% | +181.6% | +180.4% |
| All | +392.2% | +212.2% | +180.0% | +180.4% |
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