+763.8%
IWF vs PBF
+303.9%
+459.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.5% | +4.3% | -3.8% | +0.1% |
| 30D | -0.4% | +22.0% | -22.4% | -2.4% |
| 3M | -2.6% | +74.5% | -77.1% | -8.2% |
| 6M | +9.1% | +67.7% | -58.5% | +2.5% |
| YTD | +4.5% | +179.2% | -174.7% | -7.3% |
| 1Y | +10.1% | +170.0% | -159.9% | -2.5% |
| 3Y | +77.6% | +66.4% | +11.3% | +61.0% |
| 5Y | +73.7% | +764.5% | -690.8% | +26.6% |
| 10Y | +411.5% | +358.5% | +53.0% | +250.4% |
| All | +763.8% | +303.9% | +459.9% | +470.8% |
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