+59.3%
AMAT vs IWF
-4.2%
+63.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +2.3% |
| 7D | -2.5% | -2.9% | +0.5% | +4.4% |
| 30D | -26.5% | -10.9% | -15.7% | -6.6% |
| 3M | -28.6% | -8.1% | -20.5% | -14.4% |
| 6M | -14.2% | -7.5% | -6.7% | +2.4% |
| YTD | +45.5% | -3.4% | +48.9% | +66.8% |
| 1Y | +59.3% | -5.0% | +64.3% | +90.8% |
| All | +59.3% | -4.2% | +63.5% | +90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling