+1,122.9%
MCHP vs IWF
+724.4%
+398.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.6% |
| 7D | +2.8% | +1.5% | +1.3% | +0.8% |
| 30D | -12.8% | -1.3% | -11.6% | -11.4% |
| 3M | -19.2% | +0.1% | -19.3% | -18.4% |
| 6M | +14.5% | +10.3% | +4.3% | +1.9% |
| YTD | +17.1% | +4.2% | +13.0% | +11.9% |
| 1Y | +15.3% | +9.3% | +6.0% | +3.5% |
| 3Y | +0.5% | +79.3% | -78.9% | -51.3% |
| 5Y | +6.1% | +73.8% | -67.7% | -45.3% |
| 10Y | +192.2% | +410.9% | -218.7% | -60.0% |
| All | +1,122.9% | +724.4% | +398.4% | +4.4% |
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