+1,425.2%
AMAT vs IWF
+392.3%
+1,032.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.3% | +3.8% | +2.6% |
| 7D | +7.0% | -1.1% | +8.0% | +9.8% |
| 30D | -20.6% | -8.3% | -12.3% | -8.3% |
| 3M | -24.8% | -5.6% | -19.2% | -16.7% |
| 6M | -10.7% | -5.4% | -5.3% | +0.4% |
| YTD | +54.3% | -1.2% | +55.5% | +63.9% |
| 1Y | +73.7% | -2.7% | +76.4% | +89.2% |
| 3Y | +168.4% | +67.8% | +100.7% | +36.7% |
| 5Y | +167.6% | +60.1% | +107.5% | +50.9% |
| 10Y | +1,425.2% | +392.2% | +1,033.0% | +46.2% |
| All | +1,425.2% | +392.3% | +1,032.9% | +46.2% |
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