+1,632.9%
PBR vs IWF
+659.8%
+973.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.9% |
| 7D | +2.5% | +1.5% | +1.0% | +0.8% |
| 30D | +19.4% | -1.3% | +20.6% | +20.8% |
| 3M | +20.8% | +0.1% | +20.7% | +18.9% |
| 6M | +23.5% | +10.3% | +13.2% | +8.3% |
| YTD | +83.4% | +4.2% | +79.2% | +70.3% |
| 1Y | +77.6% | +9.3% | +68.2% | +55.4% |
| 3Y | +99.9% | +79.3% | +20.5% | -4.8% |
| 5Y | +567.7% | +73.8% | +493.9% | +199.2% |
| 10Y | +621.5% | +410.9% | +210.6% | -10.9% |
| All | +1,632.9% | +659.8% | +973.1% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling