+229.2%
MXL vs IWF
+76.9%
+152.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +5.9% |
| 7D | +18.9% | -0.9% | +19.8% | +21.2% |
| 30D | +0.3% | -1.7% | +2.1% | +4.8% |
| 3M | -8.0% | +0.7% | -8.7% | -4.9% |
| 6M | +341.2% | +8.6% | +332.7% | +300.0% |
| YTD | +327.8% | +3.5% | +324.3% | +325.0% |
| 1Y | +364.9% | +7.0% | +357.9% | +338.6% |
| 3Y | +229.2% | +76.3% | +152.9% | +26.3% |
| All | +229.2% | +76.9% | +152.3% | +26.3% |
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