+605.8%
MSCI vs IWF
+409.9%
+195.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.5% |
| 7D | -2.1% | +1.5% | -3.6% | -3.5% |
| 30D | -1.7% | -1.3% | -0.5% | -0.6% |
| 3M | -8.2% | +0.1% | -8.3% | -9.4% |
| 6M | -2.4% | +10.3% | -12.7% | -13.0% |
| YTD | -2.8% | +4.2% | -7.0% | -8.3% |
| 1Y | -2.7% | +9.3% | -12.0% | -13.2% |
| 3Y | +7.3% | +79.3% | -72.0% | -46.4% |
| 5Y | -11.4% | +73.8% | -85.2% | -53.6% |
| 10Y | +605.8% | +410.9% | +194.9% | +6.3% |
| All | +605.8% | +409.9% | +195.9% | +6.3% |
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