+413.4%
IWF vs MTB
+173.8%
+239.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -1.7% | -4.8% | +3.1% | -0.4% |
| 3M | +0.7% | +6.0% | -5.3% | -1.1% |
| 6M | +8.6% | +19.6% | -11.1% | +3.1% |
| YTD | +3.5% | +21.5% | -18.0% | -2.3% |
| 1Y | +7.0% | +24.7% | -17.7% | +0.1% |
| 3Y | +76.3% | +108.6% | -32.2% | +41.6% |
| 5Y | +74.8% | +106.7% | -32.0% | +38.4% |
| All | +413.4% | +173.8% | +239.6% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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