+597.0%
IWF vs ALM
+3,516.3%
-2,919.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.4% | -0.8% |
| 7D | -2.9% | -6.3% | +3.4% | -2.9% |
| 30D | -10.9% | -31.4% | +20.6% | -10.8% |
| 3M | -8.1% | -40.6% | +32.5% | -8.0% |
| 6M | -7.5% | -58.6% | +51.1% | -7.3% |
| YTD | -3.4% | -7.6% | +4.2% | -3.4% |
| 1Y | -5.0% | +13.8% | -18.8% | -5.1% |
| 3Y | +64.0% | +842.1% | -778.1% | +63.0% |
| 5Y | +56.8% | +407.4% | -350.6% | +55.9% |
| 10Y | +381.2% | +2,079.4% | -1,698.2% | +376.9% |
| All | +597.0% | +3,516.3% | -2,919.3% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling