+410.9%
IWF vs ALLY
+178.4%
+232.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.6% |
| 7D | +1.5% | +1.0% | +0.5% | +1.2% |
| 30D | -1.3% | -3.3% | +2.0% | -0.3% |
| 3M | +0.1% | +0.5% | -0.3% | -0.2% |
| 6M | +10.3% | +12.6% | -2.3% | +6.1% |
| YTD | +4.2% | -4.7% | +8.8% | +4.9% |
| 1Y | +9.3% | +5.2% | +4.1% | +6.6% |
| 3Y | +79.3% | +66.5% | +12.9% | +48.9% |
| 5Y | +73.8% | +0.2% | +73.5% | +61.5% |
| 10Y | +410.9% | +180.8% | +230.1% | +251.7% |
| All | +410.9% | +178.4% | +232.5% | +251.7% |
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