+409.9%
IWF vs MLM
+199.9%
+210.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.4% |
| 7D | +0.5% | -2.9% | +3.4% | +1.5% |
| 30D | -0.4% | -6.8% | +6.4% | +1.9% |
| 3M | -2.6% | -11.2% | +8.6% | +0.7% |
| 6M | +9.1% | -21.8% | +31.0% | +17.7% |
| YTD | +4.5% | -17.0% | +21.5% | +9.9% |
| 1Y | +10.1% | -16.4% | +26.5% | +15.3% |
| 3Y | +77.6% | +14.5% | +63.2% | +64.6% |
| 5Y | +73.7% | +41.7% | +32.0% | +48.2% |
| All | +409.9% | +199.9% | +210.0% | +234.0% |
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