+10.1%
IWF vs AME
+29.8%
-19.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -0.4% | -6.7% | +6.3% | +1.7% |
| 3M | -2.6% | +4.1% | -6.7% | -3.7% |
| 6M | +9.1% | +1.6% | +7.6% | +7.3% |
| YTD | +4.5% | +16.1% | -11.7% | +0.3% |
| 1Y | +10.1% | +27.3% | -17.2% | +4.7% |
| All | +10.1% | +29.8% | -19.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling