-41.5%
ACHR vs IWD
+108.7%
-150.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.8% |
| 7D | +4.9% | -0.2% | +5.0% | +5.2% |
| 30D | +4.3% | -0.8% | +5.1% | +6.2% |
| 3M | +1.7% | +8.0% | -6.3% | -13.2% |
| 6M | -6.9% | +18.2% | -25.1% | -33.1% |
| YTD | -22.5% | +22.3% | -44.8% | -47.6% |
| 1Y | -31.5% | +28.9% | -60.4% | -57.7% |
| 3Y | -14.4% | +71.5% | -85.9% | -65.9% |
| 5Y | -41.6% | +73.6% | -115.2% | -76.1% |
| All | -41.5% | +108.7% | -150.2% | -79.3% |
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