+727.5%
IWF vs AME
+9,844.2%
-9,116.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.8% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -0.4% | -6.7% | +6.3% | +3.0% |
| 3M | -2.6% | +4.1% | -6.7% | -4.7% |
| 6M | +9.1% | +1.6% | +7.6% | +7.7% |
| YTD | +4.5% | +16.1% | -11.7% | -3.8% |
| 1Y | +10.1% | +27.3% | -17.2% | -3.5% |
| 3Y | +77.6% | +50.9% | +26.8% | +41.3% |
| 5Y | +73.7% | +81.4% | -7.7% | +26.2% |
| 10Y | +411.5% | +417.0% | -5.4% | +119.4% |
| All | +727.5% | +9,844.2% | -9,116.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling