+27.0%
MMM vs IWF
+73.3%
-46.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | +1.5% | -3.1% | -2.4% |
| 30D | -8.0% | -1.3% | -6.7% | -7.4% |
| 3M | +9.4% | +0.1% | +9.2% | +9.0% |
| 6M | +10.2% | +10.3% | 0.0% | +3.9% |
| YTD | +6.1% | +4.2% | +2.0% | +3.2% |
| 1Y | +10.8% | +9.3% | +1.5% | +4.6% |
| 3Y | +104.8% | +79.3% | +25.4% | +47.2% |
| 5Y | +27.0% | +73.8% | -46.7% | -13.0% |
| All | +27.0% | +73.3% | -46.3% | -13.0% |
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