+794.2%
MS vs IWF
+409.9%
+384.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +2.5% | +1.5% | +1.0% | +1.0% |
| 30D | 0.0% | -1.3% | +1.2% | +1.2% |
| 3M | +2.4% | +0.1% | +2.3% | +2.0% |
| 6M | +36.4% | +10.3% | +26.1% | +23.9% |
| YTD | +23.8% | +4.2% | +19.7% | +19.0% |
| 1Y | +48.6% | +9.3% | +39.3% | +36.2% |
| 3Y | +179.1% | +79.3% | +99.8% | +57.4% |
| 5Y | +144.8% | +73.8% | +71.1% | +39.9% |
| 10Y | +794.2% | +410.9% | +383.3% | +40.0% |
| All | +794.2% | +409.9% | +384.3% | +40.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling