-1.3%
IWF vs MSI
+28.6%
-29.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -4.2% | +2.8% | -7.0% | -4.1% |
| 30D | -8.1% | +9.1% | -17.3% | -8.1% |
| 3M | -5.1% | +12.5% | -17.6% | -5.2% |
| 6M | -1.4% | +14.2% | -15.6% | -1.7% |
| YTD | -0.1% | +30.7% | -30.8% | -2.6% |
| 1Y | -1.3% | +27.5% | -28.8% | +1.4% |
| All | -1.3% | +28.6% | -29.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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