+39.3%
MTZ vs IWF
+9.4%
+29.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +4.2% |
| 7D | +3.6% | +1.5% | +2.1% | +1.4% |
| 30D | -9.6% | -1.3% | -8.4% | -8.0% |
| 3M | -31.9% | +0.1% | -32.1% | -32.1% |
| 6M | -13.8% | +10.3% | -24.1% | -23.9% |
| YTD | +13.3% | +4.2% | +9.1% | +8.7% |
| 1Y | +39.3% | +9.3% | +30.0% | +23.7% |
| All | +39.3% | +9.4% | +29.9% | +23.7% |
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 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