-42.7%
ACHR vs IWF
+112.6%
-155.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -1.5% |
| 30D | +9.8% | -0.4% | +10.2% | +10.6% |
| 3M | -10.5% | -2.6% | -7.9% | -5.0% |
| 6M | -15.5% | +9.1% | -24.7% | -24.5% |
| YTD | -24.1% | +4.5% | -28.6% | -27.3% |
| 1Y | -32.4% | +10.1% | -42.5% | -39.5% |
| 3Y | -11.6% | +77.6% | -89.2% | -59.0% |
| 5Y | -42.9% | +73.7% | -116.6% | -72.8% |
| All | -42.7% | +112.6% | -155.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling