+147.1%
AMAT vs IWF
+55.4%
+91.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.0% |
| 7D | +11.4% | +2.8% | +8.5% | +7.2% |
| 30D | -17.0% | -7.5% | -9.5% | -5.2% |
| 3M | -30.6% | -8.5% | -22.1% | -19.4% |
| 6M | -14.9% | -7.4% | -7.5% | -1.3% |
| YTD | +44.7% | -2.6% | +47.3% | +57.3% |
| 1Y | +66.9% | -1.8% | +68.7% | +79.9% |
| 3Y | +153.3% | +65.5% | +87.8% | +34.7% |
| All | +147.1% | +55.4% | +91.7% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling