+1,315.3%
AMAT vs IWF
+391.9%
+923.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +7.0% |
| 7D | -1.1% | -1.0% | 0.0% | +1.5% |
| 30D | -26.9% | -10.1% | -16.8% | -13.1% |
| 3M | -31.2% | -7.6% | -23.6% | -21.3% |
| 6M | -14.7% | -6.7% | -8.0% | -2.1% |
| YTD | +44.7% | -2.5% | +47.2% | +56.8% |
| 1Y | +62.0% | -2.1% | +64.0% | +74.8% |
| 3Y | +165.0% | +68.6% | +96.3% | +34.0% |
| 5Y | +147.1% | +55.8% | +91.3% | +45.1% |
| 10Y | +1,315.3% | +383.3% | +932.0% | +36.5% |
| All | +1,315.3% | +391.9% | +923.4% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling