+15,689.5%
MA vs IWF
+1,037.0%
+14,652.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -2.4% |
| 7D | -0.3% | -1.0% | +0.7% | +0.3% |
| 30D | +11.3% | -10.1% | +21.4% | +22.8% |
| 3M | +16.7% | -7.6% | +24.3% | +24.8% |
| 6M | +32.8% | -6.7% | +39.5% | +38.9% |
| YTD | +15.6% | -2.5% | +18.2% | +14.8% |
| 1Y | +19.6% | -2.1% | +21.6% | +17.8% |
| 3Y | +72.1% | +68.6% | +3.5% | -10.0% |
| 5Y | +96.0% | +55.8% | +40.2% | +9.3% |
| 10Y | +554.8% | +383.3% | +171.5% | -1.8% |
| All | +15,689.5% | +1,037.0% | +14,652.5% | +952.3% |
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