+42.7%
MKSI vs IWF
-1.6%
+44.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.8% |
| 7D | -10.7% | -4.2% | -6.5% | -2.5% |
| 30D | -30.5% | -8.1% | -22.4% | -16.8% |
| 3M | -39.2% | -5.1% | -34.1% | -31.4% |
| 6M | -33.0% | -1.4% | -31.6% | -28.3% |
| YTD | +22.3% | -0.1% | +22.4% | +26.0% |
| 1Y | +42.7% | -1.3% | +44.0% | +49.3% |
| All | +42.7% | -1.6% | +44.3% | +49.3% |
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