+880.1%
MMM vs IWF
+727.1%
+153.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | +0.5% | -3.9% | -3.7% |
| 30D | -7.0% | -0.4% | -6.6% | -6.8% |
| 3M | +10.8% | -2.6% | +13.4% | +12.2% |
| 6M | +5.8% | +9.1% | -3.4% | -1.1% |
| YTD | +6.8% | +4.5% | +2.3% | +2.8% |
| 1Y | +10.4% | +10.1% | +0.3% | +2.3% |
| 3Y | +104.7% | +77.6% | +27.1% | +34.6% |
| 5Y | +23.6% | +73.7% | -50.2% | -19.6% |
| 10Y | +54.1% | +411.5% | -357.4% | -55.6% |
| All | +880.1% | +727.1% | +153.0% | +45.2% |
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 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