+58.2%
IWF vs MLM
+30.0%
+28.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | -1.1% | -5.8% | +4.7% | +1.6% |
| 30D | -8.3% | +9.8% | -18.1% | -12.2% |
| 3M | -5.6% | -5.2% | -0.4% | -3.7% |
| 6M | -5.4% | -10.3% | +4.9% | -2.1% |
| YTD | -1.2% | -15.5% | +14.3% | +4.2% |
| 1Y | -2.6% | -15.0% | +12.4% | +2.3% |
| 3Y | +67.8% | +17.5% | +50.3% | +43.0% |
| All | +58.2% | +30.0% | +28.2% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling