+884.6%
IWF vs ACM
+250.9%
+633.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | -1.1% | +3.0% | -4.1% | -2.0% |
| 30D | -8.3% | +19.7% | -27.9% | -13.7% |
| 3M | -5.6% | +5.3% | -10.9% | -7.8% |
| 6M | -5.4% | -10.8% | +5.4% | -3.2% |
| YTD | -1.2% | -25.1% | +23.9% | +6.6% |
| 1Y | -2.7% | -45.8% | +43.1% | +16.9% |
| 3Y | +67.8% | -9.4% | +77.1% | +67.3% |
| 5Y | +60.1% | +4.8% | +55.3% | +51.5% |
| 10Y | +392.2% | +129.8% | +262.4% | +236.7% |
| All | +884.6% | +250.9% | +633.8% | +401.7% |
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 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