+116.1%
PAAS vs IWF
+73.3%
+42.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | +2.0% | +1.5% | +0.5% | +1.0% |
| 30D | -0.1% | -1.3% | +1.2% | +0.7% |
| 3M | +8.2% | +0.1% | +8.1% | +8.2% |
| 6M | -13.8% | +10.3% | -24.1% | -18.3% |
| YTD | -0.6% | +4.2% | -4.8% | -2.5% |
| 1Y | +44.0% | +9.3% | +34.7% | +37.6% |
| 3Y | +246.6% | +79.3% | +167.2% | +147.2% |
| 5Y | +116.1% | +73.8% | +42.3% | +42.6% |
| All | +116.1% | +73.3% | +42.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling