+1,320.4%
AMAT vs IWF
+679.4%
+641.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +19.3% | +5.3% | +14.0% | +11.3% |
| 30D | -17.9% | -8.6% | -9.3% | -5.2% |
| 3M | -30.4% | -6.5% | -23.9% | -22.1% |
| 6M | -11.4% | -5.6% | -5.8% | -0.4% |
| YTD | +48.8% | -1.5% | +50.3% | +58.7% |
| 1Y | +66.0% | -2.8% | +68.9% | +81.1% |
| 3Y | +158.8% | +67.1% | +91.7% | +35.0% |
| 5Y | +153.2% | +57.6% | +95.6% | +48.2% |
| 10Y | +1,370.6% | +390.4% | +980.3% | +88.6% |
| All | +1,320.4% | +679.4% | +641.0% | +17.9% |
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