+2,715.8%
MSCI vs IWF
+815.9%
+1,899.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.5% | -3.6% |
| 7D | +2.8% | -5.0% | +7.8% | +8.1% |
| 30D | +15.4% | -13.2% | +28.6% | +32.8% |
| 3M | +13.4% | -9.4% | +22.8% | +24.5% |
| 6M | +10.9% | -8.6% | +19.5% | +19.0% |
| YTD | +13.0% | -5.3% | +18.3% | +15.9% |
| 1Y | +12.0% | -5.0% | +17.0% | +14.1% |
| 3Y | +34.1% | +64.6% | -30.5% | -29.7% |
| 5Y | +3.9% | +50.8% | -46.9% | -39.3% |
| 10Y | +802.0% | +385.7% | +416.3% | +37.6% |
| All | +2,715.8% | +815.9% | +1,899.9% | +120.3% |
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 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