+79.3%
IWF vs PEGA
+48.1%
+31.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | +1.5% | -2.4% | +3.9% | +1.8% |
| 30D | -1.3% | +9.6% | -10.9% | -2.6% |
| 3M | +0.1% | +2.3% | -2.2% | -0.6% |
| 6M | +10.3% | -23.9% | +34.2% | +14.0% |
| YTD | +4.2% | -39.8% | +43.9% | +11.2% |
| 1Y | +9.3% | -37.4% | +46.7% | +15.5% |
| 3Y | +79.3% | +53.1% | +26.2% | +69.3% |
| All | +79.3% | +48.1% | +31.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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