+102.6%
PBR vs IWF
+76.9%
+25.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +5.4% | -0.9% | +6.3% | +5.6% |
| 30D | +22.9% | -1.7% | +24.6% | +23.4% |
| 3M | +19.6% | +0.7% | +19.0% | +19.1% |
| 6M | +16.5% | +8.6% | +7.9% | +13.0% |
| YTD | +86.7% | +3.5% | +83.1% | +84.1% |
| 1Y | +74.7% | +7.0% | +67.7% | +69.8% |
| 3Y | +102.6% | +76.3% | +26.2% | +65.3% |
| All | +102.6% | +76.9% | +25.7% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling