+650.0%
IWF vs ACGL
+6,613.2%
-5,963.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +2.2% |
| 7D | -5.0% | +0.9% | -5.8% | -5.3% |
| 30D | -13.2% | +13.7% | -26.9% | -16.8% |
| 3M | -9.4% | +8.0% | -17.5% | -11.9% |
| 6M | -8.6% | +13.3% | -21.9% | -12.8% |
| YTD | -5.3% | +11.8% | -17.1% | -9.7% |
| 1Y | -5.0% | +22.2% | -27.2% | -12.0% |
| 3Y | +64.6% | +32.5% | +32.2% | +45.5% |
| 5Y | +50.8% | +160.2% | -109.4% | +4.5% |
| 10Y | +385.7% | +338.5% | +47.2% | +172.9% |
| All | +650.0% | +6,613.2% | -5,963.2% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling