+7.0%
IWF vs PBF
+184.8%
-177.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -0.9% | +5.3% | -6.3% | -0.8% |
| 30D | -1.7% | +11.7% | -13.5% | -1.4% |
| 3M | +0.7% | +91.1% | -90.4% | +3.1% |
| 6M | +8.6% | +88.4% | -79.9% | +10.7% |
| YTD | +3.5% | +194.1% | -190.5% | +4.4% |
| 1Y | +7.0% | +180.4% | -173.4% | +8.7% |
| All | +7.0% | +184.8% | -177.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling