-15.9%
ACN vs IWF
+65.9%
-81.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -3.8% | +2.8% | -6.7% | -4.7% |
| 30D | +16.5% | -7.5% | +24.1% | +19.2% |
| 3M | +41.5% | -8.5% | +50.0% | +45.0% |
| 6M | +60.1% | -7.4% | +67.5% | +62.9% |
| YTD | -3.9% | -2.6% | -1.3% | -4.7% |
| 1Y | +4.1% | -1.8% | +5.9% | +2.7% |
| 3Y | -15.9% | +65.5% | -81.3% | -40.3% |
| All | -15.9% | +65.9% | -81.7% | -40.3% |
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