+727.5%
IWF vs PTC
+583.7%
+143.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.5% |
| 7D | +0.5% | -10.3% | +10.8% | +3.3% |
| 30D | -0.4% | +1.1% | -1.5% | -0.9% |
| 3M | -2.6% | +1.6% | -4.2% | -4.0% |
| 6M | +9.1% | -13.5% | +22.6% | +11.9% |
| YTD | +4.5% | -19.1% | +23.5% | +8.7% |
| 1Y | +10.1% | -33.9% | +44.0% | +20.5% |
| 3Y | +77.6% | -3.9% | +81.5% | +75.0% |
| 5Y | +73.7% | +6.0% | +67.7% | +65.7% |
| 10Y | +411.5% | +223.7% | +187.8% | +261.7% |
| All | +727.5% | +583.7% | +143.8% | +298.9% |
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