+413.4%
IWF vs MSI
+605.3%
-191.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.7% | -0.8% | -1.0% | -1.5% |
| 3M | +0.7% | +13.9% | -13.3% | -5.8% |
| 6M | +8.6% | +1.3% | +7.2% | +6.6% |
| YTD | +3.5% | +22.3% | -18.8% | -7.7% |
| 1Y | +7.0% | -3.9% | +10.9% | +7.1% |
| 3Y | +76.3% | +69.9% | +6.5% | +30.3% |
| 5Y | +74.8% | +103.8% | -29.0% | +16.3% |
| All | +413.4% | +605.3% | -191.8% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling