+2,492.5%
MAR vs IWF
+727.1%
+1,765.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +0.5% | -4.7% | -4.6% |
| 30D | -6.7% | -0.4% | -6.3% | -6.5% |
| 3M | -12.5% | -2.6% | -9.9% | -11.2% |
| 6M | +0.6% | +9.1% | -8.6% | -8.9% |
| YTD | +9.1% | +4.5% | +4.6% | +3.0% |
| 1Y | +26.2% | +10.1% | +16.1% | +12.4% |
| 3Y | +68.2% | +77.6% | -9.5% | -8.6% |
| 5Y | +163.9% | +73.7% | +90.2% | +44.1% |
| 10Y | +420.6% | +411.5% | +9.0% | -11.4% |
| All | +2,492.5% | +727.1% | +1,765.5% | +115.1% |
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