+4,407.5%
MU vs IWF
+383.8%
+4,023.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -0.9% |
| 7D | +12.8% | +2.8% | +10.0% | +8.7% |
| 30D | -14.9% | -7.5% | -7.3% | -2.4% |
| 3M | -18.0% | -8.5% | -9.6% | -4.4% |
| 6M | -3.1% | -7.4% | +4.3% | +13.8% |
| YTD | +172.9% | -2.6% | +175.5% | +201.6% |
| 1Y | +228.8% | -1.8% | +230.7% | +262.5% |
| 3Y | +950.8% | +65.5% | +885.4% | +508.9% |
| 5Y | +931.3% | +55.8% | +875.4% | +556.8% |
| All | +4,407.5% | +383.8% | +4,023.7% | +325.8% |
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