+565.7%
AMZN vs IWF
+422.7%
+142.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.0% |
| 7D | -0.7% | -0.9% | +0.3% | +0.4% |
| 30D | -3.9% | -1.7% | -2.2% | -2.2% |
| 3M | +6.3% | +0.7% | +5.7% | +5.1% |
| 6M | +20.8% | +8.6% | +12.2% | +9.4% |
| YTD | +11.2% | +3.5% | +7.7% | +6.4% |
| 1Y | +11.7% | +7.0% | +4.6% | +2.9% |
| 3Y | +79.4% | +76.3% | +3.1% | -6.2% |
| 5Y | +48.0% | +74.8% | -26.7% | -20.3% |
| All | +565.7% | +422.7% | +142.9% | -6.5% |
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