+727.5%
IWF vs MAS
+634.2%
+93.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | -0.4% | -5.6% | +5.2% | +1.4% |
| 3M | -2.6% | +4.4% | -7.1% | -4.6% |
| 6M | +9.1% | +7.2% | +1.9% | +5.4% |
| YTD | +4.5% | +16.1% | -11.6% | -2.2% |
| 1Y | +10.1% | +0.1% | +10.0% | +7.8% |
| 3Y | +77.6% | +28.3% | +49.3% | +57.2% |
| 5Y | +73.7% | +30.5% | +43.3% | +51.2% |
| 10Y | +411.5% | +139.1% | +272.4% | +258.2% |
| All | +727.5% | +634.2% | +93.4% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling