+65.5%
IWF vs PENG
+209.7%
-144.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.2% |
| 7D | +2.8% | +13.2% | -10.4% | +0.7% |
| 30D | -7.5% | -29.9% | +22.4% | -3.3% |
| 3M | -8.5% | -22.2% | +13.7% | -6.7% |
| 6M | -7.4% | -1.9% | -5.5% | -12.1% |
| YTD | -2.6% | +142.1% | -144.8% | -23.6% |
| 1Y | -1.8% | +151.5% | -153.4% | -23.7% |
| 3Y | +65.5% | +206.9% | -141.5% | +16.1% |
| All | +65.5% | +209.7% | -144.3% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling