+3,160.1%
MAR vs IWF
+670.6%
+2,489.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | +0.7% |
| 7D | +1.6% | +2.8% | -1.2% | -1.2% |
| 30D | +13.8% | -7.5% | +21.4% | +21.8% |
| 3M | +20.3% | -8.5% | +28.8% | +29.6% |
| 6M | +21.3% | -7.4% | +28.7% | +27.9% |
| YTD | +37.2% | -2.6% | +39.9% | +37.3% |
| 1Y | +48.4% | -1.8% | +50.3% | +47.0% |
| 3Y | +120.1% | +65.5% | +54.7% | +27.1% |
| 5Y | +182.1% | +55.8% | +126.2% | +70.1% |
| 10Y | +530.2% | +384.9% | +145.3% | +11.7% |
| All | +3,160.1% | +670.6% | +2,489.4% | +186.9% |
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