+252.0%
AMKR vs IWD
+202.4%
+49.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.9% |
| 7D | +21.7% | +1.7% | +20.1% | +18.6% |
| 30D | -22.0% | +3.2% | -25.3% | -25.9% |
| 3M | -33.1% | +2.3% | -35.4% | -35.7% |
| 6M | -49.3% | +12.9% | -62.3% | -58.6% |
| YTD | -5.5% | +26.2% | -31.8% | -34.4% |
| 1Y | +8.4% | +28.3% | -19.8% | -26.2% |
| 3Y | +62.7% | +84.4% | -21.7% | -34.8% |
| 5Y | +70.5% | +73.0% | -2.5% | -22.0% |
| All | +252.0% | +202.4% | +49.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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