+122.9%
MS vs IWF
+55.4%
+67.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.7% |
| 7D | +5.1% | +2.8% | +2.3% | +2.7% |
| 30D | +5.7% | -7.5% | +13.2% | +12.6% |
| 3M | -12.2% | -8.5% | -3.7% | -5.6% |
| 6M | -0.5% | -7.4% | +6.9% | +5.7% |
| YTD | +9.8% | -2.6% | +12.5% | +12.1% |
| 1Y | +17.7% | -1.8% | +19.6% | +19.4% |
| 3Y | +176.8% | +65.5% | +111.4% | +87.0% |
| All | +122.9% | +55.4% | +67.5% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling