+508.9%
IWF vs ALLE
+327.3%
+181.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | -13.2% | +25.3% | -38.6% | -21.4% |
| 3M | -9.4% | +10.3% | -19.7% | -13.6% |
| 6M | -8.6% | +38.0% | -46.6% | -21.4% |
| YTD | -5.3% | +17.8% | -23.1% | -13.5% |
| 1Y | -5.0% | +13.6% | -18.6% | -11.9% |
| 3Y | +64.6% | +89.2% | -24.6% | +17.7% |
| 5Y | +50.8% | +51.1% | -0.3% | +17.6% |
| 10Y | +385.7% | +228.1% | +157.6% | +160.5% |
| All | +508.9% | +327.3% | +181.6% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling