+73.4%
IWF vs PEG
+35.4%
+38.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | -0.9% | -0.8% | -1.4% |
| 30D | -1.8% | -2.8% | +0.9% | -1.0% |
| 3M | +1.5% | -6.9% | +8.4% | +3.5% |
| 6M | +7.7% | -11.4% | +19.1% | +11.5% |
| YTD | +2.7% | -7.4% | +10.1% | +4.5% |
| 1Y | +6.8% | -8.3% | +15.0% | +8.8% |
| 3Y | +76.9% | +31.5% | +45.3% | +55.2% |
| 5Y | +73.4% | +38.0% | +35.4% | +48.4% |
| All | +73.4% | +35.4% | +38.0% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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