+73.8%
IWF vs PENG
+115.2%
-41.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -1.2% |
| 7D | +0.5% | +4.5% | -4.0% | -0.3% |
| 30D | -0.4% | -7.1% | +6.7% | +0.6% |
| 3M | -2.6% | -27.3% | +24.7% | +0.4% |
| 6M | +9.1% | +169.6% | -160.4% | -15.4% |
| YTD | +4.5% | +164.6% | -160.1% | -19.3% |
| 1Y | +10.1% | +109.5% | -99.4% | -11.5% |
| 3Y | +77.6% | +98.9% | -21.3% | +32.6% |
| All | +73.8% | +115.2% | -41.4% | +27.0% |
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