+413.4%
IWF vs PBF
+374.8%
+38.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -0.9% | +5.3% | -6.3% | -1.4% |
| 30D | -1.7% | +11.7% | -13.5% | -2.8% |
| 3M | +0.7% | +91.1% | -90.4% | -5.5% |
| 6M | +8.6% | +88.4% | -79.9% | +1.3% |
| YTD | +3.5% | +194.1% | -190.5% | -8.0% |
| 1Y | +7.0% | +180.4% | -173.4% | -4.9% |
| 3Y | +76.3% | +59.3% | +17.0% | +61.3% |
| 5Y | +74.8% | +816.3% | -741.5% | +28.7% |
| All | +413.4% | +374.8% | +38.6% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling