+73.8%
IWF vs PR
+433.6%
-359.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.5% | +2.9% | -2.4% | +0.1% |
| 30D | -0.4% | +18.0% | -18.4% | -2.8% |
| 3M | -2.6% | +16.9% | -19.5% | -5.1% |
| 6M | +9.1% | +28.2% | -19.1% | +4.4% |
| YTD | +4.5% | +69.3% | -64.8% | -4.6% |
| 1Y | +10.1% | +69.5% | -59.4% | +0.2% |
| 3Y | +77.6% | +81.7% | -4.1% | +56.8% |
| All | +73.8% | +433.6% | -359.8% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling