+83.2%
IWD vs PCOR
-8.1%
+91.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.7% | +2.2% | -0.5% | +1.4% |
| 30D | +3.2% | +37.4% | -34.2% | -1.4% |
| 3M | +2.3% | +33.2% | -30.9% | -2.1% |
| 6M | +12.9% | +60.6% | -47.7% | +4.8% |
| YTD | +26.2% | +6.2% | +20.1% | +23.5% |
| 1Y | +28.3% | -1.1% | +29.3% | +26.8% |
| 3Y | +84.4% | +48.4% | +36.0% | +67.8% |
| 5Y | +73.0% | -13.1% | +86.1% | +58.1% |
| All | +83.2% | -8.1% | +91.3% | +68.5% |
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