+609.8%
MS vs IWF
+727.1%
-117.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +0.5% | +0.8% | +0.6% |
| 30D | -0.3% | -0.4% | +0.1% | +0.2% |
| 3M | +0.3% | -2.6% | +2.9% | +3.4% |
| 6M | +31.3% | +9.1% | +22.2% | +14.4% |
| YTD | +24.7% | +4.5% | +20.2% | +15.9% |
| 1Y | +47.9% | +10.1% | +37.8% | +26.8% |
| 3Y | +178.3% | +77.6% | +100.7% | +12.3% |
| 5Y | +144.9% | +73.7% | +71.2% | -5.7% |
| 10Y | +804.5% | +411.5% | +393.0% | -48.1% |
| All | +609.8% | +727.1% | -117.2% | -82.8% |
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