+19.8%
MA vs IWF
-3.4%
+23.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +1.3% | +2.8% | -1.5% | +1.0% |
| 30D | +9.6% | -7.5% | +17.2% | +10.3% |
| 3M | +16.8% | -8.5% | +25.3% | +17.7% |
| 6M | +35.2% | -7.4% | +42.6% | +35.6% |
| YTD | +16.6% | -2.6% | +19.2% | +13.5% |
| 1Y | +19.8% | -1.8% | +21.6% | +16.5% |
| All | +19.8% | -3.4% | +23.2% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling