+79.3%
IWF vs ACM
-19.8%
+99.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -1.3% | -12.9% | +11.7% | +2.4% |
| 3M | +0.1% | -6.4% | +6.5% | +1.3% |
| 6M | +10.3% | -29.2% | +39.5% | +21.9% |
| YTD | +4.2% | -29.9% | +34.1% | +14.7% |
| 1Y | +9.3% | -47.3% | +56.6% | +33.9% |
| 3Y | +79.3% | -19.6% | +99.0% | +80.7% |
| All | +79.3% | -19.8% | +99.2% | +80.7% |
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