-2.7%
IWF vs MSI
+37.5%
-40.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.3% |
| 7D | -1.1% | +7.7% | -8.8% | -0.7% |
| 30D | -8.3% | +19.9% | -28.2% | -7.9% |
| 3M | -5.6% | +14.9% | -20.5% | -5.2% |
| 6M | -5.4% | +37.2% | -42.7% | -5.4% |
| YTD | -1.2% | +40.8% | -42.0% | -2.4% |
| 1Y | -2.7% | +38.1% | -40.8% | 0.0% |
| All | -2.7% | +37.5% | -40.1% | 0.0% |
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