+535.0%
AMKR vs IWD
+195.0%
+340.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.2% |
| 7D | +8.9% | -1.2% | +10.0% | +10.8% |
| 30D | -2.7% | -1.6% | -1.1% | -0.5% |
| 3M | -27.5% | +7.0% | -34.5% | -35.7% |
| 6M | +19.4% | +17.0% | +2.4% | -7.0% |
| YTD | +30.7% | +21.6% | +9.1% | -3.6% |
| 1Y | +107.9% | +28.0% | +79.9% | +42.7% |
| 3Y | +136.1% | +70.6% | +65.6% | +7.3% |
| 5Y | +96.6% | +73.3% | +23.3% | -9.6% |
| 10Y | +535.0% | +200.5% | +334.5% | +51.3% |
| All | +535.0% | +195.0% | +340.0% | +51.3% |
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