+1,247.0%
IWF vs HALO
+2,426.8%
-1,179.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | +0.5% | -2.1% | +2.6% | +0.8% |
| 30D | -1.4% | +4.6% | -6.0% | -2.0% |
| 3M | +0.4% | +50.2% | -49.8% | -4.9% |
| 6M | +8.5% | +57.6% | -49.1% | +1.9% |
| YTD | +3.7% | +59.6% | -55.9% | -2.9% |
| 1Y | +8.5% | +41.2% | -32.7% | +3.0% |
| 3Y | +78.5% | +178.9% | -100.3% | +52.2% |
| 5Y | +73.6% | +160.1% | -86.4% | +47.6% |
| 10Y | +421.3% | +967.5% | -546.2% | +262.6% |
| All | +1,247.0% | +2,426.8% | -1,179.8% | +632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling