+75.1%
IWF vs MCO
+28.6%
+46.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | 0.0% |
| 7D | -0.9% | -3.8% | +2.8% | +1.0% |
| 30D | -1.7% | -0.4% | -1.3% | -1.8% |
| 3M | +0.7% | +7.7% | -7.1% | -4.0% |
| 6M | +8.6% | +7.0% | +1.6% | +3.4% |
| YTD | +3.5% | -6.4% | +9.9% | +5.3% |
| 1Y | +7.0% | -7.6% | +14.7% | +9.2% |
| 3Y | +76.3% | +43.2% | +33.1% | +34.0% |
| All | +75.1% | +28.6% | +46.4% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling