+75.0%
IWF vs AMCR
+8.2%
+66.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.7% | -5.0% | +3.2% | -0.9% |
| 30D | -1.8% | -8.0% | +6.1% | -0.5% |
| 3M | +1.5% | +14.3% | -12.8% | -1.3% |
| 6M | +7.7% | +5.3% | +2.4% | +6.0% |
| YTD | +2.7% | +7.7% | -5.0% | +0.2% |
| 1Y | +6.8% | +10.8% | -4.1% | +3.4% |
| All | +75.0% | +8.2% | +66.8% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling