-41.9%
ACN vs IWF
+79.6%
-121.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -4.8% | +1.5% | -6.3% | -5.4% |
| 30D | +1.9% | -1.3% | +3.2% | +2.4% |
| 3M | +3.9% | +0.1% | +3.8% | +3.3% |
| 6M | -15.0% | +10.3% | -25.3% | -19.8% |
| YTD | -31.9% | +4.2% | -36.0% | -33.6% |
| 1Y | -28.5% | +9.3% | -37.8% | -32.2% |
| 3Y | -41.9% | +79.3% | -121.2% | -61.0% |
| All | -41.9% | +79.6% | -121.5% | -61.0% |
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