+433.2%
IWF vs PR
+169.5%
+263.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.5% | +2.9% | -2.4% | +0.4% |
| 30D | -0.4% | +18.0% | -18.4% | -1.3% |
| 3M | -2.6% | +16.9% | -19.5% | -3.5% |
| 6M | +9.1% | +28.2% | -19.1% | +7.4% |
| YTD | +4.5% | +69.3% | -64.8% | +1.1% |
| 1Y | +10.1% | +69.5% | -59.4% | +6.4% |
| 3Y | +77.6% | +81.7% | -4.1% | +70.1% |
| 5Y | +73.7% | +422.2% | -348.5% | +57.6% |
| 10Y | +411.5% | +110.4% | +301.2% | +417.0% |
| All | +433.2% | +169.5% | +263.7% | +434.1% |
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