-17.5%
PINS vs IWF
+231.7%
-249.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.8% |
| 7D | -5.2% | +1.5% | -6.7% | -7.2% |
| 30D | -14.9% | -1.3% | -13.7% | -13.7% |
| 3M | -8.4% | +0.1% | -8.5% | -9.4% |
| 6M | +0.6% | +10.3% | -9.6% | -13.5% |
| YTD | -22.2% | +4.2% | -26.4% | -27.4% |
| 1Y | -46.9% | +9.3% | -56.2% | -54.0% |
| 3Y | -26.9% | +79.3% | -106.2% | -70.3% |
| 5Y | -63.0% | +73.8% | -136.8% | -83.5% |
| All | -17.5% | +231.7% | -249.2% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling