+6.8%
IWF vs AMRZ
-25.1%
+31.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -1.7% | -8.1% | +6.4% | -0.3% |
| 30D | -1.8% | -14.8% | +13.0% | +0.8% |
| 3M | +1.5% | -19.7% | +21.2% | +4.8% |
| 6M | +7.7% | -30.8% | +38.5% | +13.7% |
| YTD | +2.7% | -24.3% | +27.0% | +6.5% |
| 1Y | +6.8% | -24.0% | +30.8% | +9.2% |
| All | +6.8% | -25.1% | +31.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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