-1.3%
IWF vs PTC
+0.1%
-1.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.1% | +1.5% | -9.7% | -8.2% |
| 3M | -5.1% | +37.8% | -42.8% | -6.9% |
| 6M | -1.4% | +41.2% | -42.7% | -2.9% |
| YTD | -0.1% | +12.0% | -12.1% | +3.5% |
| 1Y | -1.3% | +1.6% | -2.9% | +4.6% |
| All | -1.3% | +0.1% | -1.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling