+2,325.1%
ACN vs IWF
+1,024.1%
+1,301.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -5.7% | +5.3% | -11.0% | -10.0% |
| 30D | +17.0% | -8.6% | +25.6% | +24.9% |
| 3M | +39.9% | -6.5% | +46.4% | +46.0% |
| 6M | +50.2% | -5.6% | +55.8% | +53.0% |
| YTD | -4.2% | -1.5% | -2.6% | -6.3% |
| 1Y | +4.3% | -2.8% | +7.1% | +2.9% |
| 3Y | -17.1% | +67.1% | -84.2% | -51.8% |
| 5Y | -26.5% | +57.6% | -84.1% | -55.1% |
| 10Y | +147.7% | +390.4% | -242.7% | -47.9% |
| All | +2,325.1% | +1,024.1% | +1,301.1% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling