+593.1%
MA vs IWF
+383.8%
+209.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.3% |
| 7D | +1.3% | +2.8% | -1.5% | -1.2% |
| 30D | +9.6% | -7.5% | +17.2% | +16.4% |
| 3M | +16.8% | -8.5% | +25.3% | +24.8% |
| 6M | +35.2% | -7.4% | +42.6% | +41.6% |
| YTD | +16.6% | -2.6% | +19.2% | +16.0% |
| 1Y | +19.8% | -1.8% | +21.6% | +18.1% |
| 3Y | +70.7% | +65.5% | +5.2% | -3.3% |
| 5Y | +87.4% | +55.8% | +31.6% | +12.1% |
| All | +593.1% | +383.8% | +209.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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