+50.7%
IWF vs PENG
+42.1%
+8.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.4% | -11.1% | -1.0% |
| 7D | -5.0% | -19.4% | +14.5% | -1.9% |
| 30D | -13.2% | -42.4% | +29.2% | -5.4% |
| 3M | -9.4% | -25.6% | +16.2% | -6.6% |
| 6M | -8.6% | +7.3% | -15.9% | -15.8% |
| YTD | -5.3% | +113.9% | -119.2% | -25.8% |
| 1Y | -5.0% | +93.6% | -98.6% | -24.2% |
| 3Y | +64.6% | +170.2% | -105.6% | +13.8% |
| All | +50.7% | +42.1% | +8.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling