+73.8%
IWF vs MSI
+100.4%
-26.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +1.5% | -5.8% | +7.2% | +4.1% |
| 30D | -1.3% | -1.0% | -0.3% | -1.0% |
| 3M | +0.1% | +14.2% | -14.0% | -6.3% |
| 6M | +10.3% | +1.0% | +9.2% | +8.7% |
| YTD | +4.2% | +21.5% | -17.3% | -7.2% |
| 1Y | +9.3% | -2.1% | +11.4% | +9.1% |
| 3Y | +79.3% | +69.3% | +10.0% | +25.5% |
| 5Y | +73.8% | +99.3% | -25.5% | +5.5% |
| All | +73.8% | +100.4% | -26.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling