+224.2%
PAAS vs IWF
+67.0%
+157.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +0.5% |
| 7D | +8.8% | -1.0% | +9.9% | +9.5% |
| 30D | -8.5% | -10.1% | +1.6% | -0.2% |
| 3M | -17.0% | -7.6% | -9.4% | -11.5% |
| 6M | -27.9% | -6.7% | -21.2% | -23.3% |
| YTD | -17.5% | -2.5% | -14.9% | -15.0% |
| 1Y | +22.8% | -2.1% | +24.9% | +26.3% |
| 3Y | +224.2% | +68.6% | +155.6% | +128.8% |
| All | +224.2% | +67.0% | +157.2% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling