+373.4%
AMD vs IWF
+68.4%
+305.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +2.8% |
| 7D | +13.1% | -1.1% | +14.2% | +17.7% |
| 30D | -7.0% | -8.3% | +1.3% | +13.0% |
| 3M | +16.6% | -5.6% | +22.1% | +34.7% |
| 6M | +20.5% | -5.4% | +25.9% | +42.1% |
| YTD | +158.2% | -1.2% | +159.3% | +186.2% |
| 1Y | +132.8% | -2.7% | +135.4% | +166.0% |
| All | +373.4% | +68.4% | +305.0% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling