+297.0%
MXL vs IWF
-1.6%
+298.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.4% | -11.5% | -12.3% |
| 7D | -24.3% | -4.2% | -20.2% | -13.5% |
| 30D | -46.1% | -8.1% | -38.0% | -28.0% |
| 3M | -21.8% | -5.1% | -16.8% | -2.9% |
| 6M | -27.2% | -1.4% | -25.8% | -14.3% |
| YTD | +226.2% | -0.1% | +226.3% | +280.9% |
| 1Y | +297.0% | -1.3% | +298.3% | +382.8% |
| All | +297.0% | -1.6% | +298.6% | +382.8% |
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 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