+387.3%
IWF vs ACM
+132.6%
+254.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.8% | +5.6% | -2.8% | +0.8% |
| 30D | -7.5% | +20.8% | -28.4% | -13.7% |
| 3M | -8.5% | +11.4% | -19.9% | -12.4% |
| 6M | -7.4% | +0.9% | -8.4% | -8.9% |
| YTD | -2.6% | -24.8% | +22.2% | +5.8% |
| 1Y | -1.8% | -46.4% | +44.6% | +21.4% |
| 3Y | +65.5% | -9.2% | +74.7% | +63.9% |
| 5Y | +55.8% | +5.0% | +50.9% | +45.2% |
| All | +387.3% | +132.6% | +254.7% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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