+665.3%
IWF vs PTC
+853.0%
-187.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | -10.9% | +1.1% | -11.9% | -11.1% |
| 3M | -8.1% | +30.1% | -38.2% | -15.5% |
| 6M | -7.5% | +34.0% | -41.6% | -16.4% |
| YTD | -3.4% | +12.8% | -16.2% | -9.0% |
| 1Y | -5.0% | +10.7% | -15.7% | -10.1% |
| 3Y | +64.0% | +29.6% | +34.4% | +47.5% |
| 5Y | +56.8% | +63.5% | -6.8% | +32.3% |
| 10Y | +381.2% | +316.7% | +64.5% | +214.0% |
| All | +665.3% | +853.0% | -187.7% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling