+73.6%
PAAS vs IWF
+54.7%
+19.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +0.9% |
| 7D | +8.8% | -1.0% | +9.9% | +9.5% |
| 30D | -8.5% | -10.1% | +1.6% | -1.5% |
| 3M | -17.0% | -7.6% | -9.4% | -12.4% |
| 6M | -27.9% | -6.7% | -21.2% | -24.0% |
| YTD | -17.5% | -2.5% | -14.9% | -15.3% |
| 1Y | +22.8% | -2.1% | +24.9% | +25.9% |
| 3Y | +224.2% | +68.6% | +155.6% | +139.6% |
| 5Y | +73.6% | +55.8% | +17.8% | +22.3% |
| All | +73.6% | +54.7% | +19.0% | +22.3% |
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