+72.3%
MSFT vs IWF
+72.9%
-0.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -1.0% | +0.5% | -1.6% | -1.5% |
| 30D | -2.7% | -1.4% | -1.3% | -1.4% |
| 3M | +22.1% | +0.4% | +21.7% | +21.2% |
| 6M | +20.6% | +8.5% | +12.1% | +11.0% |
| YTD | +2.3% | +3.7% | -1.4% | -1.5% |
| 1Y | -0.5% | +8.5% | -9.0% | -8.6% |
| 3Y | +50.5% | +78.5% | -28.0% | -18.5% |
| 5Y | +72.3% | +73.6% | -1.3% | -3.9% |
| All | +72.3% | +72.9% | -0.5% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling