+1,387.2%
IWF vs MOH
+1,330.6%
+56.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -1.8% | +3.0% | -4.8% | -2.4% |
| 3M | +1.5% | +1.2% | +0.2% | +0.9% |
| 6M | +7.7% | +41.7% | -34.0% | +1.2% |
| YTD | +2.7% | +15.4% | -12.7% | -1.6% |
| 1Y | +6.8% | +11.8% | -5.0% | +2.1% |
| 3Y | +76.9% | -37.5% | +114.4% | +79.6% |
| 5Y | +73.4% | -20.6% | +94.0% | +67.5% |
| 10Y | +416.4% | +255.8% | +160.6% | +273.2% |
| All | +1,387.2% | +1,330.6% | +56.7% | +698.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling