+1,394.2%
PAAS vs IWF
+671.5%
+722.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.3% |
| 7D | +8.8% | -1.0% | +9.9% | +9.4% |
| 30D | -8.5% | -10.1% | +1.6% | -2.9% |
| 3M | -17.0% | -7.6% | -9.4% | -13.3% |
| 6M | -27.9% | -6.7% | -21.2% | -24.8% |
| YTD | -17.5% | -2.5% | -14.9% | -15.6% |
| 1Y | +22.8% | -2.1% | +24.9% | +25.5% |
| 3Y | +224.2% | +68.6% | +155.6% | +148.1% |
| 5Y | +73.6% | +55.8% | +17.8% | +36.2% |
| 10Y | +186.4% | +383.3% | -196.9% | +24.9% |
| All | +1,394.2% | +671.5% | +722.8% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling