-27.7%
ACHR vs IWD
+68.9%
-96.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.4% | +15.1% | +15.5% |
| 7D | +5.7% | -0.5% | +6.2% | +6.5% |
| 30D | -4.9% | +2.7% | -7.6% | -10.6% |
| 3M | -15.1% | +0.9% | -16.0% | -16.6% |
| 6M | -30.7% | +10.5% | -41.3% | -44.4% |
| YTD | -41.0% | +23.7% | -64.7% | -62.6% |
| 1Y | -50.0% | +28.7% | -78.7% | -70.9% |
| 3Y | -17.0% | +79.7% | -96.7% | -73.4% |
| All | -27.7% | +68.9% | -96.6% | -72.6% |
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