+74.4%
IWF vs PBF
+820.5%
-746.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.5% |
| 7D | +1.5% | +2.4% | -0.9% | +1.3% |
| 30D | -1.3% | +24.9% | -26.1% | -2.7% |
| 3M | +0.1% | +81.9% | -81.7% | -3.9% |
| 6M | +10.3% | +79.4% | -69.1% | +5.3% |
| YTD | +4.2% | +188.3% | -184.2% | -4.6% |
| 1Y | +9.3% | +177.3% | -167.9% | 0.0% |
| 3Y | +79.3% | +56.0% | +23.3% | +65.7% |
| All | +74.4% | +820.5% | -746.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling