+57.6%
IWF vs PBF
+441.3%
-383.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | +5.3% | +4.3% | +1.0% | +5.0% |
| 30D | -8.6% | -21.8% | +13.2% | -7.3% |
| 3M | -6.5% | +1.7% | -8.3% | -6.9% |
| 6M | -5.6% | +69.8% | -75.4% | -9.4% |
| YTD | -1.5% | +167.7% | -169.3% | -9.9% |
| 1Y | -2.8% | +89.0% | -91.8% | -8.4% |
| 3Y | +67.1% | +78.8% | -11.6% | +52.0% |
| 5Y | +57.6% | +415.4% | -357.8% | +30.1% |
| All | +57.6% | +441.3% | -383.7% | +30.1% |
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