-81.2%
PATH vs IWF
+79.2%
-160.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -2.0% |
| 7D | -5.3% | -5.0% | -0.3% | +1.8% |
| 30D | -0.5% | -13.2% | +12.7% | +22.3% |
| 3M | -7.1% | -9.4% | +2.3% | +6.9% |
| 6M | +23.8% | -8.6% | +32.4% | +39.3% |
| YTD | -20.7% | -5.3% | -15.4% | -16.0% |
| 1Y | -8.1% | -5.0% | -3.1% | -3.3% |
| 3Y | -21.8% | +64.6% | -86.5% | -68.2% |
| 5Y | -76.8% | +50.8% | -127.6% | -89.0% |
| All | -81.2% | +79.2% | -160.3% | -92.7% |
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