+369.6%
IWF vs ACWI
+218.5%
+151.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.0% | -2.4% | -2.6% | -2.2% |
| 30D | -13.2% | -5.2% | -8.0% | -7.5% |
| 3M | -9.4% | -4.8% | -4.6% | -3.9% |
| 6M | -8.6% | -1.3% | -7.3% | -6.9% |
| YTD | -5.3% | +8.4% | -13.7% | -13.5% |
| 1Y | -5.0% | +11.0% | -16.0% | -15.6% |
| 3Y | +64.6% | +70.6% | -5.9% | -9.6% |
| 5Y | +50.8% | +55.3% | -4.5% | -7.1% |
| All | +369.6% | +218.5% | +151.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling