+6,590.9%
MCK vs IWF
+719.4%
+5,871.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -2.9% | -0.9% | -2.0% | -2.4% |
| 30D | +0.4% | -1.7% | +2.2% | +1.3% |
| 3M | +12.1% | +0.7% | +11.4% | +10.8% |
| 6M | -5.4% | +8.6% | -14.0% | -10.9% |
| YTD | +7.8% | +3.5% | +4.3% | +4.1% |
| 1Y | +22.9% | +7.0% | +15.9% | +16.1% |
| 3Y | +110.7% | +76.3% | +34.4% | +42.2% |
| 5Y | +346.2% | +74.8% | +271.4% | +191.5% |
| 10Y | +440.1% | +420.5% | +19.7% | +68.2% |
| All | +6,590.9% | +719.4% | +5,871.5% | +1,096.6% |
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