+65.5%
IWF vs PCOR
+50.0%
+15.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.8% | +3.0% | -0.2% | +2.3% |
| 30D | -7.5% | +38.7% | -46.2% | -13.3% |
| 3M | -8.5% | +24.9% | -33.3% | -12.7% |
| 6M | -7.4% | +68.8% | -76.2% | -17.5% |
| YTD | -2.6% | +6.7% | -9.4% | -4.2% |
| 1Y | -1.8% | +3.0% | -4.8% | -2.5% |
| 3Y | +65.5% | +48.6% | +16.8% | +50.3% |
| All | +65.5% | +50.0% | +15.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling