+495.1%
MS vs IWF
+649.6%
-154.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -2.4% |
| 7D | -1.6% | -5.0% | +3.4% | +5.7% |
| 30D | -3.8% | -13.2% | +9.4% | +17.5% |
| 3M | -14.6% | -9.4% | -5.2% | -2.1% |
| 6M | -5.1% | -8.6% | +3.5% | +6.5% |
| YTD | +4.5% | -5.3% | +9.8% | +11.3% |
| 1Y | +13.5% | -5.0% | +18.5% | +20.2% |
| 3Y | +160.4% | +64.6% | +95.8% | +16.8% |
| 5Y | +112.9% | +50.8% | +62.1% | +0.9% |
| 10Y | +633.4% | +385.7% | +247.7% | -55.6% |
| All | +495.1% | +649.6% | -154.4% | -83.5% |
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