+75.1%
IWF vs HALO
+158.6%
-83.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -1.7% | +5.3% | -7.0% | -2.5% |
| 3M | +0.7% | +51.6% | -50.9% | -6.1% |
| 6M | +8.6% | +61.3% | -52.7% | 0.0% |
| YTD | +3.5% | +59.3% | -55.8% | -4.7% |
| 1Y | +7.0% | +38.3% | -31.2% | +0.7% |
| 3Y | +76.3% | +185.9% | -109.5% | +39.0% |
| All | +75.1% | +158.6% | -83.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 5y: compounded portfolio wealth divided by compounded HALO 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…
5y analysis · Full analysis span regression · 6 months rolling