+604.3%
MTUM vs IWF
+685.7%
-81.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +0.7% | -0.9% | +1.6% | +1.6% |
| 30D | -2.4% | -1.7% | -0.7% | -0.9% |
| 3M | -3.6% | +0.7% | -4.3% | -4.1% |
| 6M | +23.7% | +8.6% | +15.1% | +15.1% |
| YTD | +22.9% | +3.5% | +19.4% | +19.6% |
| 1Y | +21.8% | +7.0% | +14.7% | +14.9% |
| 3Y | +114.4% | +76.3% | +38.1% | +27.8% |
| 5Y | +79.6% | +74.8% | +4.8% | +6.5% |
| 10Y | +356.2% | +420.5% | -64.2% | -8.7% |
| All | +604.3% | +685.7% | -81.4% | -5.9% |
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 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