+79.9%
IWF vs PTC
-2.7%
+82.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.6% |
| 7D | +0.5% | -10.3% | +10.8% | +3.5% |
| 30D | -0.4% | +1.1% | -1.5% | -1.0% |
| 3M | -2.6% | +1.6% | -4.2% | -3.6% |
| 6M | +9.1% | -13.5% | +22.6% | +14.3% |
| YTD | +4.5% | -19.1% | +23.5% | +12.0% |
| 1Y | +10.1% | -33.9% | +44.0% | +27.6% |
| All | +79.9% | -2.7% | +82.6% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling