+421.3%
IWF vs PTC
+196.2%
+225.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.8% |
| 7D | +0.5% | -13.6% | +14.1% | +6.0% |
| 30D | -1.4% | -14.7% | +13.3% | +4.3% |
| 3M | +0.4% | -5.9% | +6.3% | +1.1% |
| 6M | +8.5% | -21.1% | +29.6% | +16.6% |
| YTD | +3.7% | -26.0% | +29.7% | +14.0% |
| 1Y | +8.5% | -36.8% | +45.3% | +26.8% |
| 3Y | +78.5% | -10.3% | +88.8% | +76.5% |
| 5Y | +73.6% | +1.2% | +72.5% | +60.5% |
| 10Y | +421.3% | +198.3% | +223.0% | +222.2% |
| All | +421.3% | +196.2% | +225.1% | +222.2% |
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