+2,579.9%
MSFT vs IWF
+727.1%
+1,852.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | +0.5% | -3.2% | -3.2% |
| 30D | +2.7% | -0.4% | +3.1% | +3.0% |
| 3M | +17.0% | -2.6% | +19.6% | +19.9% |
| 6M | +23.8% | +9.1% | +14.7% | +12.4% |
| YTD | +4.0% | +4.5% | -0.5% | -1.0% |
| 1Y | -0.8% | +10.1% | -10.9% | -10.9% |
| 3Y | +55.6% | +77.6% | -22.0% | -17.3% |
| 5Y | +72.9% | +73.7% | -0.8% | -5.4% |
| 10Y | +875.8% | +411.5% | +464.3% | +76.5% |
| All | +2,579.9% | +727.1% | +1,852.8% | +178.8% |
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