+1,371.2%
MU vs IWF
+81.4%
+1,289.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | +0.5% | +8.4% | +7.9% |
| 30D | +13.8% | -0.4% | +14.2% | +14.8% |
| 3M | +2.1% | -2.6% | +4.7% | +9.6% |
| 6M | +153.8% | +9.1% | +144.7% | +126.0% |
| YTD | +256.4% | +4.5% | +251.9% | +242.6% |
| 1Y | +719.8% | +10.1% | +709.7% | +635.2% |
| All | +1,371.2% | +81.4% | +1,289.8% | +615.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling