-1.8%
IWF vs ACM
-46.0%
+44.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.8% | +5.6% | -2.8% | +2.2% |
| 30D | -7.5% | +20.8% | -28.4% | -9.3% |
| 3M | -8.5% | +11.4% | -19.9% | -9.6% |
| 6M | -7.4% | +0.9% | -8.4% | -7.6% |
| YTD | -2.6% | -24.8% | +22.2% | +1.0% |
| 1Y | -1.8% | -46.4% | +44.6% | +4.1% |
| All | -1.8% | -46.0% | +44.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling