+387.3%
IWF vs PTC
+312.5%
+74.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | -7.5% | +1.2% | -8.8% | -7.9% |
| 3M | -8.5% | +27.4% | -35.9% | -17.8% |
| 6M | -7.4% | +39.2% | -46.6% | -20.6% |
| YTD | -2.6% | +12.5% | -15.2% | -9.7% |
| 1Y | -1.8% | +12.3% | -14.1% | -9.0% |
| 3Y | +65.5% | +28.8% | +36.6% | +41.3% |
| 5Y | +55.8% | +60.9% | -5.0% | +19.7% |
| All | +387.3% | +312.5% | +74.8% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling