+55.8%
IWF vs ACM
+3.6%
+52.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.0% |
| 7D | -1.0% | +6.9% | -7.9% | -3.5% |
| 30D | -10.1% | +19.1% | -29.1% | -15.9% |
| 3M | -7.6% | -6.9% | -0.7% | -5.5% |
| 6M | -6.7% | -12.0% | +5.3% | -3.0% |
| YTD | -2.5% | -25.1% | +22.6% | +7.7% |
| 1Y | -2.1% | -45.4% | +43.4% | +26.1% |
| 3Y | +68.6% | -6.9% | +75.5% | +57.5% |
| 5Y | +55.8% | +3.7% | +52.1% | +32.4% |
| All | +55.8% | +3.6% | +52.3% | +32.4% |
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