-11.9%
MDB vs IWF
+66.6%
-78.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.7% |
| 7D | -1.0% | -2.9% | +1.9% | +3.4% |
| 30D | -14.0% | -10.9% | -3.1% | +2.8% |
| 3M | -20.3% | -8.1% | -12.2% | -8.6% |
| 6M | +10.9% | -7.5% | +18.4% | +26.3% |
| YTD | -20.9% | -3.4% | -17.5% | -14.7% |
| 1Y | -11.2% | -5.0% | -6.2% | -1.8% |
| 3Y | -11.9% | +64.0% | -75.9% | -64.8% |
| All | -11.9% | +66.6% | -78.5% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling