+90.3%
IWF vs PCOR
-7.7%
+98.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | -1.1% | +2.5% | -3.6% | -1.6% |
| 30D | -8.3% | +37.9% | -46.2% | -15.4% |
| 3M | -5.6% | +32.0% | -37.5% | -12.4% |
| 6M | -5.4% | +54.7% | -60.1% | -16.3% |
| YTD | -1.2% | +6.6% | -7.7% | -5.1% |
| 1Y | -2.7% | -1.7% | -1.0% | -4.5% |
| 3Y | +67.8% | +49.0% | +18.8% | +41.3% |
| 5Y | +60.1% | -12.5% | +72.6% | +39.8% |
| All | +90.3% | -7.7% | +98.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling