+671.1%
IWF vs AME
+10,042.6%
-9,371.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | +2.8% | +5.9% | -3.1% | -0.1% |
| 30D | -7.5% | -1.9% | -5.6% | -6.8% |
| 3M | -8.5% | -5.4% | -3.1% | -6.2% |
| 6M | -7.4% | +4.9% | -12.3% | -10.0% |
| YTD | -2.6% | +18.5% | -21.1% | -11.4% |
| 1Y | -1.8% | +25.5% | -27.3% | -13.2% |
| 3Y | +65.5% | +63.0% | +2.4% | +26.5% |
| 5Y | +55.8% | +78.3% | -22.5% | +14.0% |
| 10Y | +384.9% | +447.1% | -62.2% | +102.3% |
| All | +671.1% | +10,042.6% | -9,371.5% | -2.8% |
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