+727.5%
IWF vs ATI
+1,180.9%
-453.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -0.4% | +2.7% | -3.1% | -1.1% |
| 3M | -2.6% | +16.3% | -18.9% | -5.8% |
| 6M | +9.1% | +30.2% | -21.0% | +2.8% |
| YTD | +4.5% | +83.6% | -79.1% | -8.2% |
| 1Y | +10.1% | +173.0% | -162.9% | -11.0% |
| 3Y | +77.6% | +356.6% | -279.0% | +26.4% |
| 5Y | +73.7% | +1,074.2% | -1,000.5% | +0.2% |
| 10Y | +411.5% | +1,136.2% | -724.7% | +153.3% |
| All | +727.5% | +1,180.9% | -453.3% | +186.8% |
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