+29.7%
PM vs IWF
-2.4%
+32.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.5% |
| 7D | -7.1% | -1.1% | -6.0% | -7.2% |
| 30D | -2.8% | -8.3% | +5.5% | -5.0% |
| 3M | +6.3% | -5.6% | +11.9% | +4.8% |
| 6M | +9.6% | -5.4% | +15.1% | +8.5% |
| YTD | +25.6% | -1.2% | +26.8% | +23.3% |
| 1Y | +29.7% | -2.7% | +32.3% | +26.9% |
| All | +29.7% | -2.4% | +32.0% | +26.9% |
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