+941.0%
IWF vs ACM
+230.8%
+710.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | -3.7% | +4.3% | +1.8% |
| 30D | -0.4% | -11.1% | +10.7% | +3.0% |
| 3M | -2.6% | -8.0% | +5.4% | -0.7% |
| 6M | +9.1% | -29.7% | +38.8% | +21.2% |
| YTD | +4.5% | -29.4% | +33.9% | +15.2% |
| 1Y | +10.1% | -46.4% | +56.5% | +32.8% |
| 3Y | +77.6% | -22.3% | +100.0% | +86.9% |
| 5Y | +73.7% | +4.5% | +69.3% | +64.7% |
| 10Y | +411.5% | +127.6% | +283.9% | +250.8% |
| All | +941.0% | +230.8% | +710.2% | +442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling