+381.2%
IWF vs ALLY
+182.8%
+198.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.2% |
| 7D | -2.9% | -0.7% | -2.3% | -2.7% |
| 30D | -10.9% | +1.1% | -12.0% | -11.2% |
| 3M | -8.1% | -13.2% | +5.1% | -4.4% |
| 6M | -7.5% | -13.5% | +5.9% | -4.0% |
| YTD | -3.4% | -14.3% | +10.9% | +0.2% |
| 1Y | -5.0% | -1.1% | -3.9% | -5.6% |
| 3Y | +64.0% | +62.0% | +2.0% | +37.4% |
| 5Y | +56.8% | -9.6% | +66.4% | +50.4% |
| 10Y | +381.2% | +176.0% | +205.2% | +240.6% |
| All | +381.2% | +182.8% | +198.4% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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