+228.8%
MU vs IWF
-3.4%
+232.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | +0.2% |
| 7D | +12.8% | +2.8% | +10.0% | +6.0% |
| 30D | -14.9% | -7.5% | -7.3% | +5.2% |
| 3M | -18.0% | -8.5% | -9.6% | +4.0% |
| 6M | -3.1% | -7.4% | +4.3% | +22.5% |
| YTD | +172.9% | -2.6% | +175.5% | +234.0% |
| 1Y | +228.8% | -1.8% | +230.7% | +292.0% |
| All | +228.8% | -3.4% | +232.2% | +292.0% |
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