+383.3%
IWF vs MAS
+230.1%
+153.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +1.2% |
| 7D | -1.0% | +3.3% | -4.3% | -2.3% |
| 30D | -10.1% | +25.5% | -35.5% | -18.1% |
| 3M | -7.6% | +11.8% | -19.4% | -12.1% |
| 6M | -6.7% | +21.3% | -28.1% | -15.0% |
| YTD | -2.5% | +37.7% | -40.3% | -17.0% |
| 1Y | -2.1% | +41.0% | -43.1% | -17.6% |
| 3Y | +68.6% | +63.0% | +5.6% | +28.1% |
| 5Y | +55.8% | +44.1% | +11.7% | +22.3% |
| 10Y | +383.3% | +224.3% | +159.0% | +166.3% |
| All | +383.3% | +230.1% | +153.1% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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