+383.3%
IWF vs ACGL
+332.3%
+50.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -1.0% | -1.1% | 0.0% | -0.7% |
| 30D | -10.1% | +13.1% | -23.2% | -13.7% |
| 3M | -7.6% | +9.8% | -17.4% | -10.6% |
| 6M | -6.7% | +15.3% | -22.0% | -11.6% |
| YTD | -2.5% | +12.7% | -15.3% | -7.4% |
| 1Y | -2.1% | +20.7% | -22.8% | -9.1% |
| 3Y | +68.6% | +34.3% | +34.4% | +46.8% |
| 5Y | +55.8% | +170.6% | -114.8% | +0.6% |
| 10Y | +383.3% | +330.6% | +52.7% | +162.1% |
| All | +383.3% | +332.3% | +50.9% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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