+392.2%
IWF vs PR
+72.8%
+319.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.1% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -8.3% | -4.6% | -3.7% | -8.1% |
| 3M | -5.6% | +4.7% | -10.3% | -5.9% |
| 6M | -5.4% | +12.4% | -17.9% | -6.2% |
| YTD | -1.2% | +62.9% | -64.0% | -4.3% |
| 1Y | -2.7% | +70.6% | -73.2% | -6.0% |
| 3Y | +67.8% | +90.0% | -22.3% | +60.3% |
| 5Y | +60.1% | +255.5% | -195.4% | +47.0% |
| 10Y | +392.2% | +78.7% | +313.4% | +411.6% |
| All | +392.2% | +72.8% | +319.4% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling