+54.7%
MMM vs IWF
+412.6%
-357.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.9% |
| 30D | -9.3% | -1.4% | -7.9% | -8.6% |
| 3M | +5.6% | +0.4% | +5.1% | +4.9% |
| 6M | +9.5% | +8.5% | +1.0% | +3.5% |
| YTD | +4.1% | +3.7% | +0.5% | +1.1% |
| 1Y | +9.4% | +8.5% | +0.9% | +3.0% |
| 3Y | +101.0% | +78.5% | +22.4% | +36.8% |
| 5Y | +26.1% | +73.6% | -47.5% | -14.3% |
| 10Y | +54.7% | +421.3% | -366.5% | -56.3% |
| All | +54.7% | +412.6% | -357.9% | -56.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling