+331.1%
AMD vs IWF
+78.0%
+253.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +0.5% | +2.0% | +1.5% |
| 30D | -0.9% | -0.4% | -0.5% | -0.3% |
| 3M | -8.7% | -2.6% | -6.1% | -2.2% |
| 6M | +136.3% | +9.1% | +127.2% | +109.7% |
| YTD | +123.0% | +4.5% | +118.5% | +114.5% |
| 1Y | +195.2% | +10.1% | +185.1% | +163.7% |
| All | +331.1% | +78.0% | +253.1% | +63.3% |
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