-14.3%
MTZ vs IWF
-1.6%
-12.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.4% | -15.8% | -15.9% |
| 7D | -7.4% | -4.2% | -3.2% | -2.8% |
| 30D | -23.6% | -8.1% | -15.5% | -15.1% |
| 3M | -38.3% | -5.1% | -33.2% | -34.1% |
| 6M | -60.6% | -1.4% | -59.2% | -59.9% |
| YTD | -22.9% | -0.1% | -22.8% | -21.8% |
| 1Y | -14.3% | -1.3% | -13.0% | -11.3% |
| All | -14.3% | -1.6% | -12.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling