+35.8%
MSCI vs IWF
+65.9%
-30.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.8% |
| 7D | +3.0% | +2.8% | +0.2% | +1.8% |
| 30D | +17.8% | -7.5% | +25.3% | +21.5% |
| 3M | +15.2% | -8.5% | +23.7% | +19.3% |
| 6M | +16.5% | -7.4% | +23.9% | +19.7% |
| YTD | +16.4% | -2.6% | +19.0% | +16.4% |
| 1Y | +16.8% | -1.8% | +18.7% | +16.3% |
| 3Y | +35.8% | +65.5% | -29.7% | -2.5% |
| All | +35.8% | +65.9% | -30.1% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling