+682.7%
IWF vs MSI
+597.4%
+85.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.8% |
| 7D | -1.1% | +7.7% | -8.8% | -3.5% |
| 30D | -8.3% | +19.9% | -28.2% | -13.5% |
| 3M | -5.6% | +14.9% | -20.5% | -9.9% |
| 6M | -5.4% | +37.2% | -42.7% | -15.0% |
| YTD | -1.2% | +40.8% | -42.0% | -12.6% |
| 1Y | -2.7% | +38.1% | -40.8% | -13.4% |
| 3Y | +67.8% | +77.7% | -9.9% | +36.7% |
| 5Y | +60.1% | +129.0% | -68.9% | +20.1% |
| 10Y | +392.2% | +671.3% | -279.1% | +152.9% |
| All | +682.7% | +597.4% | +85.3% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling