+295.8%
AMD vs IWF
+58.9%
+236.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.5% |
| 7D | +44.7% | +5.3% | +39.5% | +32.5% |
| 30D | -3.3% | -8.6% | +5.3% | +17.3% |
| 3M | +21.2% | -6.5% | +27.7% | +41.9% |
| 6M | +30.6% | -5.6% | +36.2% | +54.0% |
| YTD | +173.3% | -1.5% | +174.8% | +203.7% |
| 1Y | +126.1% | -2.8% | +128.9% | +158.4% |
| 3Y | +393.5% | +67.1% | +326.4% | +129.5% |
| 5Y | +295.8% | +57.6% | +238.2% | +131.6% |
| All | +295.8% | +58.9% | +236.9% | +131.6% |
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