+8.5%
IWF vs MGY
-4.6%
+13.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.2% |
| 7D | +0.5% | +1.5% | -1.0% | +0.9% |
| 30D | -1.4% | +6.8% | -8.2% | +0.2% |
| 3M | +0.4% | +2.6% | -2.2% | +1.3% |
| 6M | +8.5% | -3.1% | +11.6% | +8.2% |
| All | +8.5% | -4.6% | +13.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 6mo: compounded portfolio wealth divided by compounded MGY 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…
6mo analysis · Full analysis span regression · 6 months rolling