+75.0%
IWF vs PFG
+107.2%
-32.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +0.5% | +3.2% | -2.7% | -0.9% |
| 30D | -1.4% | +0.9% | -2.3% | -1.9% |
| 3M | +0.4% | +7.7% | -7.3% | -3.2% |
| 6M | +8.5% | +29.0% | -20.5% | -3.7% |
| YTD | +3.7% | +32.5% | -28.8% | -9.4% |
| 1Y | +8.5% | +47.3% | -38.8% | -10.0% |
| 3Y | +78.5% | +68.2% | +10.3% | +36.4% |
| All | +75.0% | +107.2% | -32.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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