+15,762.5%
MA vs IWF
+1,027.2%
+14,735.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.3% |
| 7D | +1.8% | -2.9% | +4.7% | +4.5% |
| 30D | +11.8% | -10.9% | +22.7% | +24.4% |
| 3M | +17.2% | -8.1% | +25.3% | +25.9% |
| 6M | +33.4% | -7.5% | +40.9% | +40.7% |
| YTD | +16.1% | -3.4% | +19.5% | +16.3% |
| 1Y | +19.9% | -5.0% | +24.9% | +21.9% |
| 3Y | +70.1% | +64.0% | +6.1% | -8.4% |
| 5Y | +89.6% | +56.8% | +32.9% | +4.9% |
| 10Y | +568.4% | +381.2% | +187.2% | +0.6% |
| All | +15,762.5% | +1,027.2% | +14,735.2% | +966.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling