+14.7%
IWF vs AAOX
-52.8%
+67.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -0.7% |
| 7D | +1.5% | +15.2% | -13.7% | +1.0% |
| 30D | -1.3% | -40.3% | +39.1% | -0.2% |
| 3M | +0.1% | -81.2% | +81.3% | +1.3% |
| All | +14.7% | -52.8% | +67.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · Available span rolling