+679.8%
IWF vs ATI
+1,056.3%
-376.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +5.3% | +13.0% | -7.7% | +2.8% |
| 30D | -8.6% | +0.2% | -8.8% | -8.8% |
| 3M | -6.5% | -17.5% | +10.9% | -3.3% |
| 6M | -5.6% | +18.1% | -23.7% | -9.4% |
| YTD | -1.5% | +65.7% | -67.2% | -12.1% |
| 1Y | -2.8% | +91.9% | -94.8% | -15.8% |
| 3Y | +67.1% | +335.2% | -268.1% | +19.9% |
| 5Y | +57.6% | +1,004.3% | -946.7% | -7.9% |
| 10Y | +390.4% | +1,019.2% | -628.9% | +148.9% |
| All | +679.8% | +1,056.3% | -376.4% | +174.9% |
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 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