+64.6%
IWF vs PL
+455.3%
-390.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | +0.4% |
| 7D | -5.0% | -6.8% | +1.8% | -4.5% |
| 30D | -13.2% | -29.3% | +16.1% | -10.8% |
| 3M | -9.4% | -44.8% | +35.3% | -5.2% |
| 6M | -8.6% | -68.4% | +59.8% | -0.9% |
| YTD | -5.3% | -36.4% | +31.1% | -4.4% |
| 1Y | -5.0% | +0.7% | -5.7% | -8.4% |
| 3Y | +64.6% | +455.3% | -390.7% | +27.0% |
| All | +64.6% | +455.3% | -390.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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