+347.3%
IWF vs PENG
+755.0%
-407.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.5% | +7.8% | -6.3% | +0.2% |
| 30D | -1.3% | -12.2% | +10.9% | +0.6% |
| 3M | +0.1% | -20.6% | +20.7% | +1.6% |
| 6M | +10.3% | +180.9% | -170.7% | -11.9% |
| YTD | +4.2% | +162.3% | -158.1% | -16.3% |
| 1Y | +9.3% | +107.3% | -98.0% | -9.1% |
| 3Y | +79.3% | +110.8% | -31.4% | +38.6% |
| 5Y | +73.8% | +117.8% | -44.1% | +29.7% |
| All | +347.3% | +755.0% | -407.7% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling