+1,248.2%
PANW vs IWF
+422.7%
+825.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.1% |
| 7D | -0.8% | -0.9% | +0.1% | +0.1% |
| 30D | -14.6% | -1.7% | -12.8% | -12.9% |
| 3M | +18.3% | +0.7% | +17.6% | +17.8% |
| 6M | +100.5% | +8.6% | +91.9% | +85.8% |
| YTD | +79.5% | +3.5% | +76.0% | +74.3% |
| 1Y | +66.7% | +7.0% | +59.7% | +56.7% |
| 3Y | +161.2% | +76.3% | +84.9% | +50.4% |
| 5Y | +322.2% | +74.8% | +247.4% | +146.5% |
| All | +1,248.2% | +422.7% | +825.5% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling