+800.7%
MSCI vs IWF
+377.5%
+423.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.4% |
| 7D | +2.7% | -2.9% | +5.6% | +5.3% |
| 30D | +16.2% | -10.9% | +27.1% | +28.7% |
| 3M | +17.1% | -8.1% | +25.2% | +25.6% |
| 6M | +13.0% | -7.5% | +20.6% | +19.2% |
| YTD | +15.8% | -3.4% | +19.1% | +16.3% |
| 1Y | +15.5% | -5.0% | +20.5% | +17.7% |
| 3Y | +32.3% | +64.0% | -31.7% | -28.3% |
| 5Y | +8.2% | +56.8% | -48.6% | -37.8% |
| 10Y | +800.7% | +381.2% | +419.5% | +35.1% |
| All | +800.7% | +377.5% | +423.2% | +35.1% |
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