+413.4%
IWF vs AMP
+589.3%
-175.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -1.7% | -1.3% | -0.4% | -1.2% |
| 3M | +0.7% | +24.2% | -23.5% | -8.3% |
| 6M | +8.6% | +24.6% | -16.0% | -1.4% |
| YTD | +3.5% | +14.8% | -11.3% | -3.3% |
| 1Y | +7.0% | +12.8% | -5.8% | +0.5% |
| 3Y | +76.3% | +69.0% | +7.4% | +38.5% |
| 5Y | +74.8% | +124.9% | -50.1% | +20.8% |
| All | +413.4% | +589.3% | -175.8% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling