-24.4%
ACN vs IWF
+59.3%
-83.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -3.3% |
| 7D | -4.0% | -1.1% | -2.9% | -3.7% |
| 30D | +19.0% | -8.3% | +27.3% | +24.8% |
| 3M | +42.2% | -5.6% | +47.8% | +45.9% |
| 6M | +50.1% | -5.4% | +55.6% | +52.3% |
| YTD | -2.7% | -1.2% | -1.6% | -4.6% |
| 1Y | +7.6% | -2.7% | +10.2% | +6.5% |
| 3Y | -15.9% | +67.8% | -83.6% | -48.7% |
| 5Y | -24.4% | +60.1% | -84.5% | -53.9% |
| All | -24.4% | +59.3% | -83.6% | -53.9% |
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