+265.1%
MU vs IWF
-1.6%
+266.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -7.9% |
| 7D | -19.1% | -4.2% | -15.0% | -10.4% |
| 30D | -25.2% | -8.1% | -17.1% | -8.1% |
| 3M | -10.9% | -5.1% | -5.8% | +1.5% |
| 6M | +38.0% | -1.4% | +39.4% | +49.1% |
| YTD | +178.8% | -0.1% | +178.9% | +210.7% |
| 1Y | +265.1% | -1.3% | +266.4% | +324.7% |
| All | +265.1% | -1.6% | +266.8% | +324.7% |
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