-24.5%
MDB vs IWF
+73.3%
-97.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -2.9% |
| 7D | -18.0% | +1.5% | -19.5% | -20.3% |
| 30D | -10.7% | -1.3% | -9.5% | -8.4% |
| 3M | +1.0% | +0.1% | +0.9% | +0.4% |
| 6M | +31.6% | +10.3% | +21.4% | +9.8% |
| YTD | -15.2% | +4.2% | -19.3% | -20.7% |
| 1Y | +10.1% | +9.3% | +0.8% | -6.0% |
| 3Y | -5.6% | +79.3% | -85.0% | -70.2% |
| 5Y | -24.5% | +73.8% | -98.3% | -69.6% |
| All | -24.5% | +73.3% | -97.9% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling