+68.6%
IWF vs ACM
-7.9%
+76.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.6% |
| 7D | -1.0% | +6.9% | -7.9% | -2.7% |
| 30D | -10.1% | +19.1% | -29.1% | -14.1% |
| 3M | -7.6% | -6.9% | -0.7% | -5.9% |
| 6M | -6.7% | -12.0% | +5.3% | -3.7% |
| YTD | -2.5% | -25.1% | +22.6% | +5.4% |
| 1Y | -2.1% | -45.4% | +43.4% | +20.0% |
| 3Y | +68.6% | -6.9% | +75.5% | +64.1% |
| All | +68.6% | -7.9% | +76.5% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling