+67.9%
IWF vs AME
+62.6%
+5.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | -8.3% | -4.1% | -4.2% | -6.7% |
| 3M | -5.6% | -6.3% | +0.8% | -3.1% |
| 6M | -5.4% | +3.5% | -9.0% | -7.1% |
| YTD | -1.2% | +17.3% | -18.5% | -8.7% |
| 1Y | -2.7% | +22.0% | -24.7% | -11.7% |
| All | +67.9% | +62.6% | +5.4% | +35.4% |
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