-41.5%
ACHR vs IWF
+112.0%
-153.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.6% |
| 7D | +4.9% | +1.5% | +3.4% | +2.4% |
| 30D | +4.3% | -1.3% | +5.6% | +6.5% |
| 3M | +1.7% | +0.1% | +1.6% | +2.7% |
| 6M | -6.9% | +10.3% | -17.1% | -18.1% |
| YTD | -22.5% | +4.2% | -26.6% | -25.4% |
| 1Y | -31.5% | +9.3% | -40.8% | -38.0% |
| 3Y | -14.4% | +79.3% | -93.7% | -60.9% |
| 5Y | -41.6% | +73.8% | -115.4% | -72.2% |
| All | -41.5% | +112.0% | -153.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling