+995.1%
MU vs IWF
+649.6%
+345.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.9% | +3.1% |
| 7D | -22.0% | -5.0% | -17.0% | -14.4% |
| 30D | -36.6% | -13.2% | -23.4% | -19.2% |
| 3M | -21.7% | -9.4% | -12.3% | -6.5% |
| 6M | +3.5% | -8.6% | +12.1% | +25.1% |
| YTD | +141.9% | -5.3% | +147.2% | +179.2% |
| 1Y | +189.8% | -5.0% | +194.8% | +236.6% |
| 3Y | +855.4% | +64.6% | +790.7% | +402.3% |
| 5Y | +869.2% | +50.8% | +818.4% | +478.4% |
| 10Y | +4,142.8% | +385.7% | +3,757.1% | +288.1% |
| All | +995.1% | +649.6% | +345.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling