+387.3%
IWF vs MLM
+138.2%
+249.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -7.5% | +9.0% | -16.6% | -10.4% |
| 3M | -8.5% | -5.6% | -2.9% | -6.9% |
| 6M | -7.4% | -10.7% | +3.3% | -4.7% |
| YTD | -2.6% | -17.2% | +14.5% | +2.3% |
| 1Y | -1.8% | -14.2% | +12.4% | +1.8% |
| 3Y | +65.5% | +15.6% | +49.8% | +52.3% |
| 5Y | +55.8% | +26.2% | +29.6% | +36.8% |
| All | +387.3% | +138.2% | +249.0% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling