+79.3%
IWF vs AME
+55.3%
+24.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +2.8% | -1.3% | +0.3% |
| 30D | -1.3% | -6.3% | +5.0% | +1.5% |
| 3M | +0.1% | +5.4% | -5.3% | -2.3% |
| 6M | +10.3% | +7.4% | +2.8% | +6.2% |
| YTD | +4.2% | +16.2% | -12.0% | -3.4% |
| 1Y | +9.3% | +26.8% | -17.5% | -3.0% |
| 3Y | +79.3% | +57.5% | +21.8% | +39.1% |
| All | +79.3% | +55.3% | +24.1% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling