-19.9%
ACHR vs IWF
+76.9%
-96.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.0% |
| 7D | -2.3% | -0.9% | -1.4% | -0.6% |
| 30D | -11.3% | -1.7% | -9.6% | -8.2% |
| 3M | +5.3% | +0.7% | +4.6% | +5.0% |
| 6M | -13.2% | +8.6% | -21.8% | -22.8% |
| YTD | -25.8% | +3.5% | -29.3% | -28.2% |
| 1Y | -34.3% | +7.0% | -41.3% | -39.1% |
| 3Y | -19.9% | +76.3% | -96.3% | -64.0% |
| All | -19.9% | +76.9% | -96.8% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling