+727.5%
IWF vs ACGL
+6,038.8%
-5,311.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +0.5% | -0.7% | +1.3% | +0.8% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | -2.6% | +11.0% | -13.7% | -6.2% |
| 6M | +9.1% | -0.3% | +9.5% | +8.5% |
| YTD | +4.5% | +2.3% | +2.2% | +2.7% |
| 1Y | +10.1% | +6.4% | +3.7% | +6.6% |
| 3Y | +77.6% | +34.0% | +43.7% | +56.2% |
| 5Y | +73.7% | +161.6% | -87.9% | +20.1% |
| 10Y | +411.5% | +278.6% | +133.0% | +201.4% |
| All | +727.5% | +6,038.8% | -5,311.2% | +213.9% |
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