+153.1%
MAR vs IWF
+71.2%
+81.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -2.1% | -1.7% | -0.4% | -0.8% |
| 30D | -5.7% | -1.8% | -3.8% | -4.4% |
| 3M | -14.6% | +1.5% | -16.1% | -16.1% |
| 6M | +1.3% | +7.7% | -6.4% | -5.3% |
| YTD | +6.7% | +2.7% | +4.0% | +3.4% |
| 1Y | +26.4% | +6.8% | +19.7% | +18.2% |
| 3Y | +64.7% | +76.9% | -12.1% | +0.6% |
| 5Y | +153.1% | +73.4% | +79.7% | +55.8% |
| All | +153.1% | +71.2% | +81.9% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling