+704.9%
IWF vs PBF
+289.1%
+415.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.8% | +6.5% | -3.6% | +2.2% |
| 30D | -7.5% | -20.0% | +12.4% | -5.7% |
| 3M | -8.5% | -3.3% | -5.2% | -8.6% |
| 6M | -7.4% | +76.8% | -84.2% | -13.2% |
| YTD | -2.6% | +168.9% | -171.6% | -13.6% |
| 1Y | -1.8% | +96.4% | -98.2% | -10.2% |
| 3Y | +65.5% | +77.2% | -11.7% | +48.6% |
| 5Y | +55.8% | +417.7% | -361.9% | +20.4% |
| 10Y | +384.9% | +264.7% | +120.1% | +241.6% |
| All | +704.9% | +289.1% | +415.8% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling