+84.0%
IWD vs PCOR
-7.7%
+91.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | -0.6% | +2.5% | -3.1% | -0.9% |
| 30D | +3.6% | +37.9% | -34.3% | -1.1% |
| 3M | +2.7% | +32.0% | -29.3% | -1.6% |
| 6M | +13.2% | +54.7% | -41.5% | +5.6% |
| YTD | +26.8% | +6.6% | +20.2% | +23.9% |
| 1Y | +29.3% | -1.7% | +31.0% | +28.0% |
| 3Y | +85.1% | +49.0% | +36.2% | +68.4% |
| 5Y | +74.2% | -12.5% | +86.8% | +59.1% |
| All | +84.0% | -7.7% | +91.7% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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