+2,759.3%
MSFT vs IWF
+664.8%
+2,094.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.3% |
| 7D | +2.3% | -2.9% | +5.2% | +5.3% |
| 30D | -0.4% | -10.9% | +10.5% | +12.1% |
| 3M | +5.6% | -8.1% | +13.6% | +14.8% |
| 6M | +29.0% | -7.5% | +36.5% | +39.1% |
| YTD | +10.9% | -3.4% | +14.3% | +14.2% |
| 1Y | +6.2% | -5.0% | +11.2% | +11.2% |
| 3Y | +47.6% | +64.0% | -16.4% | -15.0% |
| 5Y | +67.9% | +56.8% | +11.2% | +2.0% |
| 10Y | +922.9% | +381.2% | +541.7% | +96.6% |
| All | +2,759.3% | +664.8% | +2,094.5% | +221.7% |
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