+500.0%
IWF vs AMC
-97.7%
+597.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.2% |
| 7D | -5.0% | +2.6% | -7.6% | -5.0% |
| 30D | -13.2% | +9.0% | -22.2% | -13.4% |
| 3M | -9.4% | +22.2% | -31.6% | -10.0% |
| 6M | -8.6% | +91.5% | -100.0% | -10.5% |
| YTD | -5.3% | +101.3% | -106.6% | -7.6% |
| 1Y | -5.0% | +20.8% | -25.8% | -6.2% |
| 3Y | +64.6% | -71.3% | +136.0% | +65.5% |
| 5Y | +50.8% | -99.2% | +150.0% | +58.2% |
| 10Y | +385.7% | -98.7% | +484.4% | +411.7% |
| All | +500.0% | -97.7% | +597.7% | +459.0% |
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