+93.7%
IWF vs MNDY
-53.2%
+146.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | 0.0% |
| 7D | +0.5% | -14.1% | +14.6% | +2.7% |
| 30D | -1.4% | -8.5% | +7.1% | -0.4% |
| 3M | +0.4% | -2.5% | +3.0% | -0.1% |
| 6M | +8.5% | +0.1% | +8.4% | +6.5% |
| YTD | +3.7% | -45.0% | +48.7% | +11.1% |
| 1Y | +8.5% | -58.1% | +66.6% | +20.6% |
| 3Y | +78.5% | -52.6% | +131.2% | +86.4% |
| 5Y | +73.6% | -79.3% | +152.9% | +74.1% |
| All | +93.7% | -53.2% | +146.8% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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