-44.0%
ACHR vs IWF
+110.7%
-154.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.1% |
| 7D | -2.3% | -0.9% | -1.4% | -0.8% |
| 30D | -11.3% | -1.7% | -9.6% | -8.5% |
| 3M | +5.3% | +0.7% | +4.6% | +5.2% |
| 6M | -13.2% | +8.6% | -21.8% | -21.8% |
| YTD | -25.8% | +3.5% | -29.3% | -27.8% |
| 1Y | -34.3% | +7.0% | -41.3% | -38.5% |
| 3Y | -19.9% | +76.3% | -96.3% | -62.4% |
| 5Y | -42.7% | +74.8% | -117.4% | -72.7% |
| All | -44.0% | +110.7% | -154.7% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling