-99.9%
AMIX vs IWF
+46.2%
-146.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +10.1% |
| 7D | +11.4% | -2.9% | +14.4% | +16.2% |
| 30D | -40.5% | -10.9% | -29.7% | -29.4% |
| 3M | -80.1% | -8.1% | -72.0% | -77.6% |
| 6M | -74.8% | -7.5% | -67.3% | -71.3% |
| YTD | -84.0% | -3.4% | -80.6% | -82.1% |
| 1Y | -89.7% | -5.0% | -84.7% | -88.4% |
| All | -99.9% | +46.2% | -146.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling