-99.9%
AMIX vs IWF
+47.3%
-147.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.7% |
| 7D | -9.9% | +2.8% | -12.7% | -14.1% |
| 30D | -52.8% | -7.5% | -45.2% | -47.4% |
| 3M | -80.0% | -8.5% | -71.5% | -77.5% |
| 6M | -80.2% | -7.4% | -72.8% | -77.8% |
| YTD | -88.1% | -2.6% | -85.5% | -87.0% |
| 1Y | -91.1% | -1.8% | -89.2% | -90.3% |
| All | -99.9% | +47.3% | -147.2% | -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 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