+73.6%
IWF vs AME
+83.9%
-10.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | +0.5% | +1.3% | -0.8% | -0.2% |
| 30D | -1.4% | -6.6% | +5.2% | +2.4% |
| 3M | +0.4% | +3.0% | -2.5% | -1.6% |
| 6M | +8.5% | +5.3% | +3.2% | +4.3% |
| YTD | +3.7% | +15.4% | -11.8% | -6.1% |
| 1Y | +8.5% | +26.8% | -18.3% | -7.8% |
| 3Y | +78.5% | +56.5% | +22.0% | +27.1% |
| 5Y | +73.6% | +85.2% | -11.6% | +5.6% |
| All | +73.6% | +83.9% | -10.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling