+15.9%
MS vs IWF
-3.4%
+19.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +0.4% |
| 7D | +0.7% | -1.0% | +1.8% | +1.7% |
| 30D | -0.9% | -10.1% | +9.1% | +9.2% |
| 3M | -13.0% | -7.6% | -5.4% | -6.5% |
| 6M | -2.0% | -6.7% | +4.8% | +4.3% |
| YTD | +7.8% | -2.5% | +10.3% | +9.9% |
| All | +15.9% | -3.4% | +19.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling