-75.7%
PATH vs IWF
+73.7%
-149.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | +0.5% | -16.8% | -17.0% |
| 30D | +9.9% | -0.4% | +10.3% | +10.9% |
| 3M | +30.2% | -2.6% | +32.8% | +34.8% |
| 6M | +37.2% | +9.1% | +28.1% | +17.8% |
| YTD | -7.3% | +4.5% | -11.8% | -14.5% |
| 1Y | +40.0% | +10.1% | +29.9% | +19.5% |
| 3Y | -4.4% | +77.6% | -82.0% | -65.0% |
| All | -75.7% | +73.7% | -149.4% | -90.7% |
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 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