+32.7%
PYPL vs IWF
-4.8%
+37.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | +6.1% | -8.3% | +14.4% | +8.8% |
| 3M | +1.1% | -5.6% | +6.6% | +2.7% |
| 6M | +32.7% | -5.4% | +38.2% | +36.4% |
| All | +32.7% | -4.8% | +37.6% | +36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling