+572.2%
PBR vs IWF
+71.2%
+501.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +4.2% | -1.7% | +6.0% | +4.7% |
| 30D | +22.7% | -1.8% | +24.6% | +23.3% |
| 3M | +21.5% | +1.5% | +20.1% | +20.7% |
| 6M | +24.0% | +7.7% | +16.3% | +20.6% |
| YTD | +88.2% | +2.7% | +85.5% | +85.7% |
| 1Y | +74.8% | +6.8% | +68.1% | +70.1% |
| 3Y | +105.1% | +76.9% | +28.3% | +68.7% |
| 5Y | +572.2% | +73.4% | +498.9% | +458.7% |
| All | +572.2% | +71.2% | +501.1% | +458.7% |
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