+64.0%
IWF vs PR
+86.9%
-22.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -2.9% | -9.5% | +6.6% | -1.5% |
| 30D | -10.9% | -5.7% | -5.2% | -10.2% |
| 3M | -8.1% | +3.0% | -11.1% | -8.9% |
| 6M | -7.5% | +11.8% | -19.4% | -9.9% |
| YTD | -3.4% | +58.5% | -61.9% | -13.7% |
| 1Y | -5.0% | +69.9% | -74.9% | -16.7% |
| 3Y | +64.0% | +84.9% | -20.9% | +38.5% |
| All | +64.0% | +86.9% | -22.9% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling