+982.9%
MMM vs IWF
+679.4%
+303.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -0.8% | +5.3% | -6.1% | -4.3% |
| 30D | +14.4% | -8.6% | +23.0% | +21.1% |
| 3M | +1.8% | -6.5% | +8.3% | +5.9% |
| 6M | +31.3% | -5.6% | +36.9% | +35.0% |
| YTD | +18.0% | -1.5% | +19.5% | +17.7% |
| 1Y | +10.9% | -2.8% | +13.7% | +11.5% |
| 3Y | +160.6% | +67.1% | +93.5% | +77.8% |
| 5Y | +44.5% | +57.6% | -13.1% | +0.2% |
| 10Y | +75.9% | +390.4% | -314.5% | -48.2% |
| All | +982.9% | +679.4% | +303.5% | +66.1% |
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