+721.2%
IWF vs PPG
+687.2%
+33.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.6% |
| 7D | +0.5% | -3.7% | +4.3% | +2.3% |
| 30D | -1.4% | -7.2% | +5.8% | +2.0% |
| 3M | +0.4% | -7.3% | +7.8% | +3.5% |
| 6M | +8.5% | +0.3% | +8.2% | +6.8% |
| YTD | +3.7% | +6.5% | -2.9% | -1.5% |
| 1Y | +8.5% | +0.5% | +7.9% | +5.5% |
| 3Y | +78.5% | -15.3% | +93.8% | +84.9% |
| 5Y | +73.6% | -22.9% | +96.5% | +84.4% |
| 10Y | +421.3% | +28.4% | +392.9% | +305.1% |
| All | +721.2% | +687.2% | +33.9% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling