+6,370.3%
AMD vs IWF
+377.9%
+5,992.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +8.9% |
| 7D | -11.0% | -5.0% | -6.1% | -1.6% |
| 30D | -30.5% | -13.2% | -17.3% | -9.7% |
| 3M | -8.2% | -9.4% | +1.2% | +11.5% |
| 6M | +6.6% | -8.6% | +15.1% | +30.7% |
| YTD | +109.7% | -5.3% | +115.0% | +146.4% |
| 1Y | +88.9% | -5.0% | +93.9% | +122.0% |
| 3Y | +301.8% | +64.6% | +237.2% | +105.9% |
| 5Y | +229.4% | +50.8% | +178.6% | +109.1% |
| All | +6,370.3% | +377.9% | +5,992.4% | +398.0% |
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