+167.2%
MMM vs IWF
+67.0%
+100.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.4% |
| 7D | +5.8% | -1.0% | +6.8% | +6.3% |
| 30D | +17.9% | -10.1% | +28.0% | +24.3% |
| 3M | +3.6% | -7.6% | +11.2% | +7.5% |
| 6M | +32.9% | -6.7% | +39.6% | +36.7% |
| YTD | +19.5% | -2.5% | +22.0% | +19.6% |
| 1Y | +16.5% | -2.1% | +18.6% | +16.2% |
| 3Y | +167.2% | +68.6% | +98.5% | +113.2% |
| All | +167.2% | +67.0% | +100.1% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling