+413.4%
IWF vs MCO
+393.6%
+19.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.1% |
| 7D | -0.9% | -3.8% | +2.8% | +1.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | +0.7% | +7.7% | -7.1% | -4.1% |
| 6M | +8.6% | +7.0% | +1.6% | +3.3% |
| YTD | +3.5% | -6.4% | +9.9% | +5.0% |
| 1Y | +7.0% | -7.6% | +14.7% | +8.8% |
| 3Y | +76.3% | +43.2% | +33.1% | +36.8% |
| 5Y | +74.8% | +29.6% | +45.2% | +40.8% |
| All | +413.4% | +393.6% | +19.8% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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