+73.8%
IWF vs ACM
+4.8%
+69.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -1.3% | -12.9% | +11.7% | +3.6% |
| 3M | +0.1% | -6.4% | +6.5% | +1.7% |
| 6M | +10.3% | -29.2% | +39.5% | +25.6% |
| YTD | +4.2% | -29.9% | +34.1% | +18.0% |
| 1Y | +9.3% | -47.3% | +56.6% | +41.0% |
| 3Y | +79.3% | -19.6% | +99.0% | +81.2% |
| 5Y | +73.8% | +5.5% | +68.3% | +51.0% |
| All | +73.8% | +4.8% | +69.0% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling