+143.2%
PM vs IWF
+67.0%
+76.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.2% |
| 7D | -7.3% | -1.0% | -6.2% | -7.3% |
| 30D | -4.0% | -10.1% | +6.1% | -4.7% |
| 3M | +2.7% | -7.6% | +10.4% | +2.2% |
| 6M | +14.9% | -6.7% | +21.6% | +14.5% |
| YTD | +23.5% | -2.5% | +26.1% | +23.0% |
| 1Y | +30.4% | -2.1% | +32.4% | +29.8% |
| 3Y | +143.2% | +68.6% | +74.6% | +119.6% |
| All | +143.2% | +67.0% | +76.2% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling