+392.8%
IWF vs ALLY
+172.1%
+220.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +5.3% | -2.1% | +7.4% | +5.9% |
| 30D | -8.6% | +2.0% | -10.6% | -9.2% |
| 3M | -6.5% | -13.3% | +6.8% | -2.7% |
| 6M | -5.6% | -9.9% | +4.2% | -3.1% |
| YTD | -1.5% | -13.5% | +12.0% | +1.9% |
| 1Y | -2.8% | -2.8% | 0.0% | -2.9% |
| 3Y | +67.1% | +63.4% | +3.7% | +39.6% |
| 5Y | +57.6% | -10.9% | +68.5% | +51.7% |
| All | +392.8% | +172.1% | +220.7% | +243.5% |
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