+75.0%
IWF vs MKC
-31.7%
+106.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -1.7% | -2.8% | +1.1% | -1.7% |
| 30D | -1.8% | -3.4% | +1.5% | -1.9% |
| 3M | +1.5% | +3.8% | -2.3% | +1.4% |
| 6M | +7.7% | -17.9% | +25.6% | +8.3% |
| YTD | +2.7% | -23.6% | +26.3% | +3.5% |
| 1Y | +6.8% | -23.1% | +29.8% | +7.5% |
| All | +75.0% | -31.7% | +106.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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