+199.3%
PAAS vs IWF
+65.9%
+133.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.3% |
| 7D | -8.9% | +2.8% | -11.7% | -11.0% |
| 30D | -11.4% | -7.5% | -3.9% | -5.6% |
| 3M | -20.4% | -8.5% | -12.0% | -14.4% |
| 6M | -40.7% | -7.4% | -33.3% | -36.6% |
| YTD | -26.9% | -2.6% | -24.3% | -24.7% |
| 1Y | -3.1% | -1.8% | -1.2% | -0.5% |
| 3Y | +199.3% | +65.5% | +133.8% | +98.4% |
| All | +199.3% | +65.9% | +133.4% | +98.4% |
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