-1.8%
IWF vs ALM
+19.0%
-20.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.9% | -1.8% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | -7.5% | -19.3% | +11.8% | -5.9% |
| 3M | -8.5% | -40.6% | +32.2% | -4.9% |
| 6M | -7.4% | -57.9% | +50.5% | -2.1% |
| YTD | -2.6% | -6.7% | +4.1% | -2.0% |
| 1Y | -1.8% | +20.2% | -22.0% | -3.4% |
| All | -1.8% | +19.0% | -20.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling