+84.3%
MKSI vs IWF
+73.7%
+10.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.8% |
| 7D | +2.7% | -0.9% | +3.6% | +4.3% |
| 30D | -12.8% | -1.7% | -11.1% | -10.1% |
| 3M | -22.5% | +0.7% | -23.2% | -21.8% |
| 6M | +19.4% | +8.6% | +10.8% | +7.0% |
| YTD | +67.7% | +3.5% | +64.2% | +62.7% |
| 1Y | +131.4% | +7.0% | +124.4% | +114.5% |
| 3Y | +197.3% | +76.3% | +121.0% | +38.3% |
| All | +84.3% | +73.7% | +10.7% | -10.7% |
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 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