+208.8%
PM vs IWF
+418.7%
-209.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | +1.9% | -1.8% | +3.8% | +2.5% |
| 3M | +4.6% | +1.5% | +3.1% | +3.6% |
| 6M | +11.7% | +7.7% | +4.0% | +7.9% |
| YTD | +20.4% | +2.7% | +17.6% | +18.3% |
| 1Y | +19.0% | +6.8% | +12.2% | +14.8% |
| 3Y | +130.4% | +76.9% | +53.5% | +73.7% |
| 5Y | +131.5% | +73.4% | +58.1% | +72.5% |
| All | +208.8% | +418.7% | -209.8% | +9.3% |
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 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