+10.1%
IWF vs AMP
+11.4%
-1.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | -2.6% | +23.6% | -26.2% | -6.7% |
| 6M | +9.1% | +20.4% | -11.2% | +4.8% |
| YTD | +4.5% | +15.4% | -11.0% | +0.7% |
| 1Y | +10.1% | +11.0% | -0.9% | +6.0% |
| All | +10.1% | +11.4% | -1.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling