-3.5%
MCD vs IWF
-3.4%
-0.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +2.1% |
| 7D | +5.9% | -1.0% | +7.0% | +5.8% |
| 30D | +19.6% | -10.1% | +29.7% | +18.0% |
| 3M | +3.3% | -7.6% | +10.9% | +2.2% |
| 6M | +3.5% | -6.7% | +10.2% | +2.5% |
| YTD | -6.1% | -2.5% | -3.6% | -8.6% |
| All | -3.5% | -3.4% | -0.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling