+492.2%
MRSH vs IWF
+719.4%
-227.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -4.8% | -0.9% | -3.8% | -4.1% |
| 30D | -6.3% | -1.7% | -4.6% | -5.3% |
| 3M | +5.8% | +0.7% | +5.1% | +4.3% |
| 6M | +2.8% | +8.6% | -5.8% | -4.6% |
| YTD | -3.1% | +3.5% | -6.6% | -7.3% |
| 1Y | -11.3% | +7.0% | -18.3% | -17.6% |
| 3Y | -5.0% | +76.3% | -81.3% | -41.5% |
| 5Y | +19.2% | +74.8% | -55.6% | -27.8% |
| 10Y | +217.4% | +420.5% | -203.1% | -21.8% |
| All | +492.2% | +719.4% | -227.2% | -21.4% |
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