+392.8%
IWF vs PBF
+259.1%
+133.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +5.3% | +4.3% | +1.0% | +4.9% |
| 30D | -8.6% | -21.8% | +13.2% | -6.7% |
| 3M | -6.5% | +1.7% | -8.3% | -7.1% |
| 6M | -5.6% | +69.8% | -75.4% | -10.9% |
| YTD | -1.5% | +167.7% | -169.3% | -12.2% |
| 1Y | -2.8% | +89.0% | -91.8% | -10.4% |
| 3Y | +67.1% | +78.8% | -11.6% | +50.5% |
| 5Y | +57.6% | +415.4% | -357.8% | +23.0% |
| All | +392.8% | +259.1% | +133.7% | +269.6% |
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