+763.1%
PM vs IWF
+1,063.8%
-300.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +5.2% | -2.6% | +7.8% | +5.9% |
| 6M | +3.7% | +9.1% | -5.4% | -1.8% |
| YTD | +15.8% | +4.5% | +11.3% | +12.0% |
| 1Y | +17.4% | +10.1% | +7.3% | +10.0% |
| 3Y | +116.9% | +77.6% | +39.3% | +51.0% |
| 5Y | +117.3% | +73.7% | +43.6% | +48.4% |
| 10Y | +193.8% | +411.5% | -217.8% | -5.5% |
| All | +763.1% | +1,063.8% | -300.7% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling