+73.6%
IWF vs MTB
+103.4%
-29.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.5% | +1.1% | -0.5% | +0.2% |
| 30D | -1.4% | -4.6% | +3.2% | -0.1% |
| 3M | +0.4% | +6.3% | -5.8% | -1.5% |
| 6M | +8.5% | +15.6% | -7.1% | +3.7% |
| YTD | +3.7% | +20.6% | -16.9% | -2.3% |
| 1Y | +8.5% | +22.5% | -14.1% | +1.6% |
| 3Y | +78.5% | +114.4% | -35.9% | +40.8% |
| 5Y | +73.6% | +101.9% | -28.2% | +42.8% |
| All | +73.6% | +103.4% | -29.8% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling