+11.6%
MDB vs IWF
+6.4%
+5.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +5.7% |
| 7D | -2.8% | -1.7% | -1.0% | -0.3% |
| 30D | -14.9% | -1.8% | -13.0% | -12.3% |
| 3M | +7.3% | +1.5% | +5.9% | +5.0% |
| 6M | +38.2% | +7.7% | +30.5% | +25.8% |
| YTD | -10.9% | +2.7% | -13.6% | -11.4% |
| 1Y | +11.6% | +6.8% | +4.9% | +3.0% |
| All | +11.6% | +6.4% | +5.3% | +3.0% |
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