-25.3%
ACN vs IWF
+6.4%
-31.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | -7.9% | -1.7% | -6.2% | -7.8% |
| 30D | -1.1% | -1.8% | +0.8% | -1.0% |
| 3M | +5.6% | +1.5% | +4.1% | +5.0% |
| 6M | -9.9% | +7.7% | -17.6% | -12.2% |
| YTD | -32.3% | +2.7% | -35.0% | -32.3% |
| 1Y | -25.3% | +6.8% | -32.1% | -26.0% |
| All | -25.3% | +6.4% | -31.7% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling