+82.3%
IWF vs PCOR
-10.3%
+92.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.0% | +22.7% | -27.7% | -9.8% |
| 30D | -13.2% | +37.5% | -50.7% | -19.9% |
| 3M | -9.4% | +35.2% | -44.6% | -16.5% |
| 6M | -8.6% | +42.2% | -50.8% | -17.5% |
| YTD | -5.3% | +3.6% | -8.9% | -8.5% |
| 1Y | -5.0% | -4.8% | -0.2% | -6.1% |
| 3Y | +64.6% | +48.3% | +16.3% | +38.5% |
| 5Y | +50.8% | -20.1% | +70.9% | +33.4% |
| All | +82.3% | -10.3% | +92.6% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling