+73.8%
IWF vs AMC
-99.4%
+173.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | +0.5% | +2.3% | -1.8% | +0.4% |
| 30D | -0.4% | -0.7% | +0.4% | -0.4% |
| 3M | -2.6% | +35.2% | -37.8% | -5.4% |
| 6M | +9.1% | +124.6% | -115.4% | +2.0% |
| YTD | +4.5% | +69.9% | -65.4% | -0.8% |
| 1Y | +10.1% | -2.6% | +12.7% | +8.0% |
| 3Y | +77.6% | -79.8% | +157.4% | +85.1% |
| All | +73.8% | -99.4% | +173.2% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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