+907.4%
IWF vs ACWI
+330.0%
+577.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.0% | -2.4% | -2.6% | -2.7% |
| 30D | -13.2% | -5.2% | -8.0% | -8.5% |
| 3M | -9.4% | -4.8% | -4.6% | -4.8% |
| 6M | -8.6% | -1.3% | -7.3% | -7.1% |
| YTD | -5.3% | +8.4% | -13.7% | -12.0% |
| 1Y | -5.0% | +11.0% | -16.0% | -13.7% |
| 3Y | +64.6% | +70.6% | -5.9% | +1.1% |
| 5Y | +50.8% | +55.3% | -4.5% | +2.5% |
| 10Y | +385.7% | +223.2% | +162.5% | +77.8% |
| All | +907.4% | +330.0% | +577.5% | +183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling