+10.1%
IWF vs MOS
-17.5%
+27.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +0.5% | +9.5% | -9.0% | 0.0% |
| 30D | -0.4% | +10.4% | -10.8% | -1.0% |
| 3M | -2.6% | +12.9% | -15.5% | -3.5% |
| 6M | +9.1% | +1.2% | +7.9% | +8.6% |
| YTD | +4.5% | +9.3% | -4.8% | +3.2% |
| 1Y | +10.1% | -18.0% | +28.1% | +14.4% |
| All | +10.1% | -17.5% | +27.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling