-44.0%
ACN vs IWF
+72.9%
-116.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -6.3% | +0.5% | -6.9% | -6.6% |
| 30D | -1.4% | -1.4% | 0.0% | -0.5% |
| 3M | +2.6% | +0.4% | +2.1% | +1.1% |
| 6M | -14.3% | +8.5% | -22.8% | -20.4% |
| YTD | -33.1% | +3.7% | -36.8% | -35.7% |
| 1Y | -28.8% | +8.5% | -37.3% | -34.1% |
| 3Y | -43.0% | +78.5% | -121.5% | -66.4% |
| 5Y | -44.0% | +73.6% | -117.7% | -67.4% |
| All | -44.0% | +72.9% | -116.9% | -67.4% |
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