-40.4%
ACHR vs IWD
+73.9%
-114.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.9% |
| 7D | +4.9% | -0.2% | +5.0% | +5.2% |
| 30D | +4.3% | -0.8% | +5.1% | +6.3% |
| 3M | +1.7% | +8.0% | -6.3% | -14.3% |
| 6M | -6.9% | +18.2% | -25.1% | -35.0% |
| YTD | -22.5% | +22.3% | -44.8% | -49.3% |
| 1Y | -31.5% | +28.9% | -60.4% | -59.5% |
| 3Y | -14.4% | +71.5% | -85.9% | -69.0% |
| All | -40.4% | +73.9% | -114.3% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling