-7.4%
IWF vs ATI
+13.5%
-20.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.3% |
| 7D | +2.8% | +4.2% | -1.3% | +1.8% |
| 30D | -7.5% | -2.5% | -5.0% | -7.2% |
| 3M | -8.5% | -19.4% | +10.9% | -4.5% |
| 6M | -7.4% | +11.1% | -18.5% | -10.9% |
| All | -7.4% | +13.5% | -20.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 6mo: compounded portfolio wealth divided by compounded ATI 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…
6mo analysis · Full analysis span regression · 6 months rolling