+236.9%
MU vs IWF
-2.4%
+239.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +6.3% |
| 7D | +2.0% | -1.1% | +3.1% | +6.6% |
| 30D | -18.0% | -8.3% | -9.7% | +3.1% |
| 3M | -6.6% | -5.6% | -1.0% | +9.8% |
| 6M | +2.0% | -5.4% | +7.5% | +22.6% |
| YTD | +184.5% | -1.2% | +185.6% | +233.8% |
| 1Y | +236.9% | -2.7% | +239.5% | +317.9% |
| All | +236.9% | -2.4% | +239.2% | +317.9% |
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