+671.1%
IWF vs ATI
+1,013.3%
-342.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.4% |
| 7D | +2.8% | +4.2% | -1.3% | +2.0% |
| 30D | -7.5% | -2.5% | -5.0% | -7.3% |
| 3M | -8.5% | -19.4% | +10.9% | -4.9% |
| 6M | -7.4% | +11.1% | -18.5% | -10.0% |
| YTD | -2.6% | +59.5% | -62.2% | -12.4% |
| 1Y | -1.8% | +85.8% | -87.6% | -14.4% |
| 3Y | +65.5% | +311.9% | -246.4% | +20.0% |
| 5Y | +55.8% | +963.2% | -907.4% | -8.3% |
| 10Y | +384.9% | +977.6% | -592.8% | +147.9% |
| All | +671.1% | +1,013.3% | -342.2% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling