+1,017.5%
MDB vs IWF
+310.0%
+707.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.4% |
| 7D | -4.5% | +0.5% | -5.1% | -5.3% |
| 30D | -14.0% | -1.4% | -12.6% | -11.9% |
| 3M | +5.3% | +0.4% | +4.9% | +4.3% |
| 6M | +31.9% | +8.5% | +23.4% | +16.0% |
| YTD | -14.6% | +3.7% | -18.3% | -18.6% |
| 1Y | +8.2% | +8.5% | -0.2% | -3.9% |
| 3Y | -5.0% | +78.5% | -83.5% | -61.4% |
| 5Y | -24.5% | +73.6% | -98.2% | -64.0% |
| All | +1,017.5% | +310.0% | +707.5% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling