+67.9%
IWF vs MSI
+77.7%
-9.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | -1.1% | +7.7% | -8.8% | -2.6% |
| 30D | -8.3% | +19.9% | -28.2% | -11.9% |
| 3M | -5.6% | +14.9% | -20.5% | -8.5% |
| 6M | -5.4% | +37.2% | -42.7% | -12.8% |
| YTD | -1.2% | +40.8% | -42.0% | -11.3% |
| 1Y | -2.7% | +38.1% | -40.8% | -11.9% |
| All | +67.9% | +77.7% | -9.8% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling