-52.8%
ACHR vs IWD
+115.3%
-168.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +14.0% | +1.6% | +12.5% | +10.5% |
| 30D | -5.0% | +3.6% | -8.6% | -11.7% |
| 3M | -24.8% | +2.0% | -26.8% | -27.6% |
| 6M | -27.3% | +13.1% | -40.4% | -43.1% |
| YTD | -37.4% | +26.2% | -63.6% | -60.2% |
| 1Y | -44.3% | +29.6% | -73.8% | -66.2% |
| 3Y | -5.2% | +84.3% | -89.6% | -67.1% |
| 5Y | -20.8% | +73.4% | -94.3% | -69.1% |
| All | -52.8% | +115.3% | -168.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling