+724.9%
IWF vs MKC
+983.5%
-258.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.5% | -4.3% | +5.8% | +3.0% |
| 30D | -1.3% | -2.0% | +0.7% | -0.7% |
| 3M | +0.1% | +10.0% | -9.9% | -3.8% |
| 6M | +10.3% | -18.5% | +28.8% | +17.0% |
| YTD | +4.2% | -22.4% | +26.6% | +11.8% |
| 1Y | +9.3% | -23.6% | +32.9% | +17.4% |
| 3Y | +79.3% | -30.4% | +109.8% | +94.9% |
| 5Y | +73.8% | -34.2% | +108.0% | +89.4% |
| 10Y | +410.9% | +26.8% | +384.1% | +310.6% |
| All | +724.9% | +983.5% | -258.6% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling