+46.9%
PM vs IWF
-1.6%
+48.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.7% |
| 7D | +4.3% | -4.2% | +8.4% | +3.0% |
| 30D | +11.5% | -8.1% | +19.6% | +8.9% |
| 3M | +13.0% | -5.1% | +18.1% | +11.4% |
| 6M | +25.9% | -1.4% | +27.3% | +24.6% |
| YTD | +34.0% | -0.1% | +34.1% | +32.0% |
| 1Y | +46.9% | -1.3% | +48.2% | +44.5% |
| All | +46.9% | -1.6% | +48.5% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling