+8.5%
IWF vs ACM
-48.7%
+57.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +0.5% | -3.7% | +4.2% | +1.0% |
| 30D | -1.4% | -12.7% | +11.3% | +0.3% |
| 3M | +0.4% | -9.8% | +10.2% | +1.6% |
| 6M | +8.5% | -31.4% | +39.9% | +14.3% |
| YTD | +3.7% | -32.1% | +35.8% | +9.3% |
| 1Y | +8.5% | -47.8% | +56.3% | +18.2% |
| All | +8.5% | -48.7% | +57.2% | +18.2% |
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