+174.1%
IWF vs ACI
+25.9%
+148.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | -0.4% | +5.9% | -6.3% | -0.7% |
| 3M | -2.6% | -19.8% | +17.2% | -1.5% |
| 6M | +9.1% | -24.7% | +33.9% | +10.7% |
| YTD | +4.5% | -24.4% | +28.9% | +5.8% |
| 1Y | +10.1% | -31.5% | +41.6% | +12.3% |
| 3Y | +77.6% | -38.7% | +116.3% | +82.3% |
| 5Y | +73.7% | -42.8% | +116.5% | +77.1% |
| All | +174.1% | +25.9% | +148.2% | +154.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling