+562.0%
IWF vs AMC
-98.1%
+660.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +0.5% | +2.3% | -1.8% | +0.5% |
| 30D | -0.4% | -0.7% | +0.4% | -0.4% |
| 3M | -2.6% | +35.2% | -37.8% | -3.7% |
| 6M | +9.1% | +124.6% | -115.4% | +6.4% |
| YTD | +4.5% | +69.9% | -65.4% | +2.4% |
| 1Y | +10.1% | -2.6% | +12.7% | +9.3% |
| 3Y | +77.6% | -79.8% | +157.4% | +79.6% |
| 5Y | +73.7% | -99.4% | +173.1% | +83.2% |
| 10Y | +411.5% | -98.9% | +510.4% | +438.5% |
| All | +562.0% | -98.1% | +660.1% | +519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling