+1,113.6%
AMD vs IWF
+649.6%
+464.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +9.0% |
| 7D | -11.0% | -5.0% | -6.1% | -1.9% |
| 30D | -30.5% | -13.2% | -17.3% | -10.3% |
| 3M | -8.2% | -9.4% | +1.2% | +10.9% |
| 6M | +6.6% | -8.6% | +15.1% | +30.1% |
| YTD | +109.7% | -5.3% | +115.0% | +145.3% |
| 1Y | +88.9% | -5.0% | +93.9% | +121.1% |
| 3Y | +301.8% | +64.6% | +237.2% | +105.8% |
| 5Y | +229.4% | +50.8% | +178.6% | +111.0% |
| 10Y | +6,745.1% | +385.7% | +6,359.4% | +633.5% |
| All | +1,113.6% | +649.6% | +464.0% | -17.6% |
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 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