+855.4%
MU vs IWF
+65.2%
+790.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +2.7% |
| 7D | -22.0% | -5.0% | -17.0% | -12.8% |
| 30D | -36.6% | -13.2% | -23.4% | -15.3% |
| 3M | -21.7% | -9.4% | -12.3% | -3.3% |
| 6M | +3.5% | -8.6% | +12.1% | +29.1% |
| YTD | +141.9% | -5.3% | +147.2% | +186.0% |
| 1Y | +189.8% | -5.0% | +194.8% | +244.5% |
| 3Y | +855.4% | +64.6% | +790.7% | +434.0% |
| All | +855.4% | +65.2% | +790.2% | +434.0% |
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 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