+64.6%
IWF vs ALLE
+88.9%
-24.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | -13.2% | +25.3% | -38.6% | -17.1% |
| 3M | -9.4% | +10.3% | -19.7% | -11.1% |
| 6M | -8.6% | +38.0% | -46.6% | -15.0% |
| YTD | -5.3% | +17.8% | -23.1% | -9.0% |
| 1Y | -5.0% | +13.6% | -18.6% | -7.8% |
| 3Y | +64.6% | +89.2% | -24.6% | +38.5% |
| All | +64.6% | +88.9% | -24.2% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling