+185.5%
PAAS vs IWF
+377.5%
-192.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -5.0% | -5.3% |
| 7D | +4.2% | -2.9% | +7.1% | +6.0% |
| 30D | -13.8% | -10.9% | -2.9% | -7.6% |
| 3M | -22.7% | -8.1% | -14.6% | -18.6% |
| 6M | -32.1% | -7.5% | -24.6% | -28.5% |
| YTD | -22.3% | -3.4% | -18.9% | -20.0% |
| 1Y | +7.7% | -5.0% | +12.7% | +12.0% |
| 3Y | +214.0% | +64.0% | +150.0% | +141.3% |
| 5Y | +63.2% | +56.8% | +6.4% | +25.3% |
| 10Y | +185.5% | +381.2% | -195.7% | +23.5% |
| All | +185.5% | +377.5% | -192.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling