-4.8%
IWF vs PCOR
-3.5%
-1.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +20.7% | -23.6% | -4.2% |
| 30D | -10.9% | +35.7% | -46.5% | -12.8% |
| 3M | -8.1% | +31.1% | -39.1% | -10.0% |
| 6M | -7.5% | +43.1% | -50.7% | -9.7% |
| YTD | -3.4% | +4.8% | -8.2% | +0.3% |
| All | -4.8% | -3.5% | -1.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling