+650.0%
IWF vs MLM
+1,294.6%
-644.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | -5.0% | -4.1% | -0.9% | -3.6% |
| 30D | -13.2% | +8.2% | -21.4% | -15.6% |
| 3M | -9.4% | -3.6% | -5.8% | -8.6% |
| 6M | -8.6% | -15.6% | +7.0% | -4.2% |
| YTD | -5.3% | -16.4% | +11.1% | -0.9% |
| 1Y | -5.0% | -14.3% | +9.4% | -1.4% |
| 3Y | +64.6% | +19.3% | +45.3% | +51.1% |
| 5Y | +50.8% | +29.6% | +21.2% | +33.6% |
| 10Y | +385.7% | +189.9% | +195.8% | +207.0% |
| All | +650.0% | +1,294.6% | -644.6% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling