+3,722.6%
PANW vs IWF
+776.3%
+2,946.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.0% |
| 7D | +2.0% | -1.7% | +3.7% | +3.8% |
| 30D | -11.8% | -1.8% | -10.0% | -9.9% |
| 3M | +28.6% | +1.5% | +27.1% | +27.2% |
| 6M | +104.4% | +7.7% | +96.7% | +90.2% |
| YTD | +83.8% | +2.7% | +81.1% | +79.5% |
| 1Y | +71.5% | +6.8% | +64.8% | +61.1% |
| 3Y | +172.2% | +76.9% | +95.3% | +51.1% |
| 5Y | +332.2% | +73.4% | +258.8% | +146.4% |
| 10Y | +1,306.4% | +416.4% | +889.9% | +126.5% |
| All | +3,722.6% | +776.3% | +2,946.3% | +284.0% |
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