-43.5%
ACHR vs IWF
+72.8%
-116.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -4.9% |
| 7D | -2.7% | +0.5% | -3.2% | -3.5% |
| 30D | -12.1% | -1.4% | -10.8% | -10.0% |
| 3M | +3.4% | +0.4% | +2.9% | +3.8% |
| 6M | -15.6% | +8.5% | -24.1% | -24.2% |
| YTD | -26.9% | +3.7% | -30.5% | -29.2% |
| 1Y | -34.8% | +8.5% | -43.2% | -40.5% |
| 3Y | -19.2% | +78.5% | -97.8% | -64.3% |
| All | -43.5% | +72.8% | -116.3% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling