+31.0%
AMKR vs IWF
+724.4%
-693.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.7% |
| 7D | +11.1% | +1.5% | +9.6% | +8.4% |
| 30D | -8.1% | -1.3% | -6.8% | -5.6% |
| 3M | -25.6% | +0.1% | -25.7% | -23.7% |
| 6M | +22.5% | +10.3% | +12.2% | +8.5% |
| YTD | +29.1% | +4.2% | +24.9% | +26.8% |
| 1Y | +105.7% | +9.3% | +96.4% | +89.0% |
| 3Y | +133.2% | +79.3% | +53.9% | -1.5% |
| 5Y | +98.5% | +73.8% | +24.8% | -10.9% |
| 10Y | +490.6% | +410.9% | +79.7% | -56.8% |
| All | +31.0% | +724.4% | -693.4% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling