+73.8%
IWF vs PL
+82.7%
-8.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | +0.5% | -9.3% | +9.8% | +1.5% |
| 30D | -0.4% | -18.9% | +18.5% | +1.7% |
| 3M | -2.6% | -58.4% | +55.8% | +5.5% |
| 6M | +9.1% | -30.3% | +39.5% | +10.4% |
| YTD | +4.5% | -8.1% | +12.6% | +1.8% |
| 1Y | +10.1% | +180.5% | -170.4% | -8.0% |
| 3Y | +77.6% | +444.1% | -366.5% | +27.3% |
| All | +73.8% | +82.7% | -8.9% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling