+172.0%
IWF vs ACI
+18.9%
+153.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +0.5% | -5.0% | +5.6% | +0.8% |
| 30D | -1.4% | -2.3% | +0.9% | -1.3% |
| 3M | +0.4% | -23.2% | +23.6% | +1.8% |
| 6M | +8.5% | -29.5% | +37.9% | +10.5% |
| YTD | +3.7% | -28.6% | +32.3% | +5.3% |
| 1Y | +8.5% | -34.0% | +42.5% | +10.8% |
| 3Y | +78.5% | -45.0% | +123.5% | +84.8% |
| 5Y | +73.6% | -44.0% | +117.7% | +77.3% |
| All | +172.0% | +18.9% | +153.1% | +153.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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