+64.0%
IWF vs MAS
+59.6%
+4.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.9% | +3.6% | -6.5% | -3.6% |
| 30D | -10.9% | +23.8% | -34.7% | -15.2% |
| 3M | -8.1% | +14.4% | -22.5% | -11.1% |
| 6M | -7.5% | +19.7% | -27.3% | -12.0% |
| YTD | -3.4% | +36.0% | -39.3% | -12.1% |
| 1Y | -5.0% | +40.4% | -45.4% | -14.5% |
| 3Y | +64.0% | +58.9% | +5.1% | +42.9% |
| All | +64.0% | +59.6% | +4.4% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling