+51.4%
IWF vs PTC
+54.8%
-3.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | -13.2% | +0.8% | -14.0% | -13.4% |
| 3M | -9.4% | +32.1% | -41.5% | -18.8% |
| 6M | -8.6% | +42.6% | -51.2% | -21.6% |
| YTD | -5.3% | +12.0% | -17.3% | -9.8% |
| 1Y | -5.0% | +12.2% | -17.1% | -9.7% |
| 3Y | +64.6% | +31.2% | +33.4% | +37.3% |
| All | +51.4% | +54.8% | -3.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling