+73.8%
IWF vs PTC
+1.8%
+71.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.8% |
| 7D | +1.5% | -12.8% | +14.3% | +6.7% |
| 30D | -1.3% | -9.8% | +8.5% | +2.3% |
| 3M | +0.1% | -2.1% | +2.2% | -0.6% |
| 6M | +10.3% | -18.1% | +28.4% | +17.9% |
| YTD | +4.2% | -23.5% | +27.7% | +14.4% |
| 1Y | +9.3% | -37.4% | +46.7% | +31.4% |
| 3Y | +79.3% | -7.2% | +86.6% | +70.4% |
| 5Y | +73.8% | +2.7% | +71.1% | +50.3% |
| All | +73.8% | +1.8% | +71.9% | +50.3% |
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 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