+2,704.8%
MSFT vs IWF
+679.4%
+2,025.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | -2.4% | +5.3% | -7.7% | -7.7% |
| 30D | -3.8% | -8.6% | +4.8% | +5.3% |
| 3M | +6.4% | -6.5% | +12.9% | +13.6% |
| 6M | +28.8% | -5.6% | +34.4% | +35.8% |
| YTD | +8.8% | -1.5% | +10.4% | +9.8% |
| 1Y | +3.2% | -2.8% | +6.0% | +5.4% |
| 3Y | +44.8% | +67.1% | -22.4% | -18.3% |
| 5Y | +61.8% | +57.6% | +4.2% | -2.3% |
| 10Y | +897.9% | +390.4% | +507.6% | +87.8% |
| All | +2,704.8% | +679.4% | +2,025.5% | +209.0% |
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