+779.7%
MSCI vs IWF
+391.9%
+387.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -1.9% |
| 7D | +1.5% | -1.0% | +2.5% | +2.2% |
| 30D | +14.4% | -10.1% | +24.5% | +25.7% |
| 3M | +15.2% | -7.6% | +22.8% | +23.0% |
| 6M | +11.2% | -6.7% | +18.0% | +16.4% |
| YTD | +13.9% | -2.5% | +16.5% | +13.5% |
| 1Y | +12.5% | -2.1% | +14.6% | +11.2% |
| 3Y | +32.3% | +68.6% | -36.4% | -30.5% |
| 5Y | +4.9% | +55.8% | -51.0% | -39.2% |
| 10Y | +779.7% | +383.3% | +396.4% | +32.0% |
| All | +779.7% | +391.9% | +387.8% | +32.0% |
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