+556.2%
MS vs IWF
+392.3%
+163.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | -0.5% |
| 7D | -1.7% | -1.1% | -0.6% | -0.8% |
| 30D | +0.9% | -8.3% | +9.2% | +9.4% |
| 3M | -10.8% | -5.6% | -5.3% | -6.0% |
| 6M | +0.9% | -5.4% | +6.3% | +6.0% |
| YTD | +9.8% | -1.2% | +11.0% | +10.7% |
| 1Y | +17.1% | -2.7% | +19.7% | +19.8% |
| 3Y | +175.7% | +67.8% | +107.9% | +65.9% |
| 5Y | +125.9% | +60.1% | +65.8% | +40.2% |
| 10Y | +556.2% | +392.2% | +164.0% | +16.6% |
| All | +556.2% | +392.3% | +163.9% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling