+612.9%
IWF vs ALM
+3,525.2%
-2,912.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.3% |
| 7D | -1.1% | -7.2% | +6.1% | -1.1% |
| 30D | -8.3% | -26.4% | +18.1% | -8.2% |
| 3M | -5.6% | -38.6% | +33.0% | -5.4% |
| 6M | -5.4% | -61.0% | +55.6% | -5.2% |
| YTD | -1.2% | -7.4% | +6.2% | -1.2% |
| 1Y | -2.7% | +14.0% | -16.6% | -2.7% |
| 3Y | +67.8% | +844.4% | -776.7% | +66.7% |
| 5Y | +60.1% | +410.8% | -350.7% | +59.2% |
| 10Y | +392.2% | +2,084.7% | -1,692.6% | +387.8% |
| All | +612.9% | +3,525.2% | -2,912.3% | +601.0% |
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