+65.5%
IWF vs ACGL
+33.8%
+31.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.1% |
| 7D | +2.8% | +2.2% | +0.6% | +2.8% |
| 30D | -7.5% | +12.3% | -19.9% | -7.9% |
| 3M | -8.5% | +11.8% | -20.3% | -8.9% |
| 6M | -7.4% | +17.5% | -24.9% | -8.3% |
| YTD | -2.6% | +14.3% | -16.9% | -3.5% |
| 1Y | -1.8% | +18.2% | -20.0% | -3.2% |
| 3Y | +65.5% | +33.2% | +32.3% | +63.6% |
| All | +65.5% | +33.8% | +31.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling