+10,952.5%
AMZN vs IWF
+724.4%
+10,228.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.2% |
| 7D | +0.8% | +1.5% | -0.7% | -1.1% |
| 30D | -6.4% | -1.3% | -5.1% | -5.1% |
| 3M | +4.8% | +0.1% | +4.7% | +4.2% |
| 6M | +20.5% | +10.3% | +10.3% | +5.9% |
| YTD | +11.3% | +4.2% | +7.2% | +5.0% |
| 1Y | +9.0% | +9.3% | -0.4% | -3.2% |
| 3Y | +85.9% | +79.3% | +6.6% | -11.6% |
| 5Y | +45.8% | +73.8% | -28.0% | -25.6% |
| 10Y | +555.5% | +410.9% | +144.6% | -20.0% |
| All | +10,952.5% | +724.4% | +10,228.0% | +727.1% |
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 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