+1,190.7%
AMD vs IWF
+727.1%
+463.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +0.5% | +2.0% | +1.6% |
| 30D | -0.9% | -0.4% | -0.5% | -0.4% |
| 3M | -8.7% | -2.6% | -6.1% | -2.6% |
| 6M | +136.3% | +9.1% | +127.2% | +112.3% |
| YTD | +123.0% | +4.5% | +118.5% | +116.1% |
| 1Y | +195.2% | +10.1% | +185.1% | +166.7% |
| 3Y | +336.3% | +77.6% | +258.7% | +92.5% |
| 5Y | +334.5% | +73.7% | +260.7% | +115.6% |
| 10Y | +6,259.1% | +411.5% | +5,847.6% | +509.5% |
| All | +1,190.7% | +727.1% | +463.7% | -27.4% |
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