+57.6%
IWF vs PCOR
-12.9%
+70.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +5.3% | +2.2% | +3.1% | +4.8% |
| 30D | -8.6% | +37.4% | -46.0% | -15.9% |
| 3M | -6.5% | +33.2% | -39.7% | -13.8% |
| 6M | -5.6% | +60.6% | -66.2% | -17.8% |
| YTD | -1.5% | +6.2% | -7.7% | -5.5% |
| 1Y | -2.8% | -1.1% | -1.8% | -4.8% |
| 3Y | +67.1% | +48.4% | +18.7% | +38.9% |
| 5Y | +57.6% | -13.1% | +70.7% | +42.0% |
| All | +57.6% | -12.9% | +70.5% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling