+51.9%
PYPL vs IWF
+389.3%
-337.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -1.1% | +5.3% | -6.4% | -7.0% |
| 30D | +3.8% | -8.6% | +12.4% | +14.3% |
| 3M | -1.3% | -6.5% | +5.3% | +5.8% |
| 6M | +29.0% | -5.6% | +34.7% | +35.2% |
| YTD | +0.7% | -1.5% | +2.3% | +0.3% |
| 1Y | -12.3% | -2.8% | -9.4% | -11.3% |
| 3Y | +7.6% | +67.1% | -59.5% | -46.7% |
| 5Y | -71.7% | +57.6% | -129.3% | -84.6% |
| All | +51.9% | +389.3% | -337.4% | -80.7% |
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