+377.2%
IWF vs PR
+147.8%
+229.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -6.1% |
| 7D | -8.9% | -16.5% | +7.7% | -8.0% |
| 30D | -14.6% | -4.5% | -10.1% | -14.4% |
| 3M | -10.8% | +8.5% | -19.4% | -11.3% |
| 6M | -8.2% | -3.3% | -4.9% | -8.2% |
| YTD | -6.5% | +55.7% | -62.2% | -9.2% |
| 1Y | -7.7% | +82.0% | -89.7% | -11.2% |
| 3Y | +63.5% | +62.5% | +1.1% | +57.5% |
| 5Y | +48.9% | +223.9% | -175.0% | +37.4% |
| 10Y | +379.7% | +64.2% | +315.5% | +385.1% |
| All | +377.2% | +147.8% | +229.4% | +379.9% |
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