+383.2%
IWF vs PR
+152.6%
+230.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.2% |
| 7D | -5.0% | -16.4% | +11.4% | -4.1% |
| 30D | -13.2% | -1.9% | -11.3% | -13.2% |
| 3M | -9.4% | +8.0% | -17.4% | -9.9% |
| 6M | -8.6% | +4.1% | -12.7% | -9.0% |
| YTD | -5.3% | +58.7% | -64.0% | -8.1% |
| 1Y | -5.0% | +75.8% | -80.8% | -8.4% |
| 3Y | +64.6% | +73.2% | -8.5% | +58.1% |
| 5Y | +50.8% | +230.1% | -179.4% | +39.0% |
| 10Y | +385.7% | +67.4% | +318.3% | +390.7% |
| All | +383.2% | +152.6% | +230.7% | +385.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling