-76.8%
PATH vs IWF
+48.4%
-125.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.4% | +2.7% | +6.0% |
| 7D | -5.6% | -8.9% | +3.3% | +8.1% |
| 30D | -0.7% | -14.6% | +13.9% | +25.3% |
| 3M | -5.9% | -10.8% | +5.0% | +11.2% |
| 6M | +21.6% | -8.2% | +29.8% | +35.7% |
| YTD | -20.6% | -6.5% | -14.1% | -14.3% |
| 1Y | -10.6% | -7.7% | -2.9% | -1.5% |
| 3Y | -24.9% | +63.5% | -88.4% | -69.9% |
| 5Y | -76.8% | +48.9% | -125.7% | -89.1% |
| All | -76.8% | +48.4% | -125.3% | -89.1% |
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 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