+413.4%
IWF vs MOH
+264.4%
+149.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.5% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | -1.7% | -0.9% | -0.8% | -1.7% |
| 3M | +0.7% | +5.7% | -5.0% | -0.5% |
| 6M | +8.6% | +39.1% | -30.6% | +2.7% |
| YTD | +3.5% | +17.7% | -14.2% | -0.8% |
| 1Y | +7.0% | +8.4% | -1.3% | +3.3% |
| 3Y | +76.3% | -36.6% | +112.9% | +79.6% |
| 5Y | +74.8% | -19.1% | +93.8% | +66.8% |
| All | +413.4% | +264.4% | +149.1% | +284.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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