+5,778.3%
MU vs IWF
+409.9%
+5,368.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | +7.2% | +1.5% | +5.7% | +4.9% |
| 30D | +14.0% | -1.3% | +15.2% | +16.3% |
| 3M | +5.4% | +0.1% | +5.3% | +7.2% |
| 6M | +170.3% | +10.3% | +160.0% | +143.1% |
| YTD | +250.7% | +4.2% | +246.5% | +242.9% |
| 1Y | +662.1% | +9.3% | +652.8% | +608.1% |
| 3Y | +1,341.2% | +79.3% | +1,261.9% | +623.9% |
| 5Y | +1,319.3% | +73.8% | +1,245.6% | +653.0% |
| 10Y | +5,778.3% | +410.9% | +5,367.4% | +462.5% |
| All | +5,778.3% | +409.9% | +5,368.4% | +462.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling