+1,201.3%
IWF vs MKTX
+1,443.5%
-242.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -1.8% | +0.8% | -2.7% | -2.0% |
| 3M | +1.5% | +41.1% | -39.7% | -6.2% |
| 6M | +7.7% | -9.5% | +17.3% | +8.7% |
| YTD | +2.7% | -8.7% | +11.4% | +3.3% |
| 1Y | +6.8% | -10.0% | +16.7% | +7.4% |
| 3Y | +76.9% | -24.6% | +101.5% | +79.7% |
| 5Y | +73.4% | -60.3% | +133.7% | +98.3% |
| 10Y | +416.4% | +5.0% | +411.4% | +373.9% |
| All | +1,201.3% | +1,443.5% | -242.2% | +511.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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