+846.7%
MKSI vs IWF
+719.4%
+127.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +0.9% |
| 7D | +2.7% | -0.9% | +3.6% | +4.1% |
| 30D | -12.8% | -1.7% | -11.1% | -10.4% |
| 3M | -22.5% | +0.7% | -23.2% | -21.7% |
| 6M | +19.4% | +8.6% | +10.8% | +8.7% |
| YTD | +67.7% | +3.5% | +64.2% | +63.9% |
| 1Y | +131.4% | +7.0% | +124.4% | +117.4% |
| 3Y | +197.3% | +76.3% | +121.0% | +47.5% |
| 5Y | +87.0% | +74.8% | +12.2% | -2.5% |
| 10Y | +522.1% | +420.5% | +101.6% | -25.8% |
| All | +846.7% | +719.4% | +127.3% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling