+79.3%
IWF vs PTC
-8.0%
+87.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.2% |
| 7D | +1.5% | -12.8% | +14.3% | +5.2% |
| 30D | -1.3% | -9.8% | +8.5% | +1.2% |
| 3M | +0.1% | -2.1% | +2.2% | -0.1% |
| 6M | +10.3% | -18.1% | +28.4% | +17.1% |
| YTD | +4.2% | -23.5% | +27.7% | +13.3% |
| 1Y | +9.3% | -37.4% | +46.7% | +28.5% |
| 3Y | +79.3% | -7.2% | +86.6% | +65.3% |
| All | +79.3% | -8.0% | +87.4% | +65.3% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling