+528.2%
AMKR vs IWF
+422.7%
+105.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +3.3% |
| 7D | +8.3% | -0.9% | +9.2% | +9.8% |
| 30D | -6.8% | -1.7% | -5.0% | -3.7% |
| 3M | -31.9% | +0.7% | -32.6% | -30.9% |
| 6M | +18.4% | +8.6% | +9.8% | +9.0% |
| YTD | +31.7% | +3.5% | +28.2% | +31.1% |
| 1Y | +105.2% | +7.0% | +98.2% | +97.1% |
| 3Y | +147.7% | +76.3% | +71.4% | +22.4% |
| 5Y | +99.4% | +74.8% | +24.6% | +3.0% |
| All | +528.2% | +422.7% | +105.4% | -38.1% |
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