+1,697.2%
ACN vs IWF
+1,092.9%
+604.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -1.5% | +0.5% | -2.1% | -2.0% |
| 30D | +9.4% | -0.4% | +9.8% | +9.7% |
| 3M | +5.6% | -2.6% | +8.3% | +6.4% |
| 6M | -9.3% | +9.1% | -18.4% | -17.8% |
| YTD | -29.0% | +4.5% | -33.5% | -33.0% |
| 1Y | -24.7% | +10.1% | -34.7% | -32.5% |
| 3Y | -39.8% | +77.6% | -117.5% | -66.3% |
| 5Y | -40.9% | +73.7% | -114.6% | -66.4% |
| 10Y | +91.1% | +411.5% | -320.4% | -60.7% |
| All | +1,697.2% | +1,092.9% | +604.4% | +48.7% |
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