+383.3%
IWF vs PR
+66.7%
+316.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | -1.0% | -12.4% | +11.3% | -0.3% |
| 30D | -10.1% | -6.6% | -3.5% | -9.8% |
| 3M | -7.6% | +7.5% | -15.1% | -8.1% |
| 6M | -6.7% | +10.8% | -17.5% | -7.5% |
| YTD | -2.5% | +57.0% | -59.6% | -5.4% |
| 1Y | -2.1% | +67.9% | -70.0% | -5.3% |
| 3Y | +68.6% | +87.6% | -18.9% | +61.3% |
| 5Y | +55.8% | +220.4% | -164.5% | +43.7% |
| 10Y | +383.3% | +64.8% | +318.4% | +399.5% |
| All | +383.3% | +66.7% | +316.6% | +399.5% |
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