-6.9%
IWF vs ALLE
+12.4%
-19.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | -13.2% | +25.3% | -38.6% | -14.0% |
| 3M | -9.4% | +10.3% | -19.7% | -9.4% |
| 6M | -8.6% | +38.0% | -46.6% | -10.2% |
| YTD | -5.3% | +17.8% | -23.1% | -7.3% |
| All | -6.9% | +12.4% | -19.2% | -7.7% |
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