+30.1%
IWD vs PCOR
+1.3%
+28.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +2.3% | +3.0% | -0.8% | +2.1% |
| 30D | +3.6% | +38.7% | -35.1% | +2.1% |
| 3M | +2.2% | +24.9% | -22.7% | +1.0% |
| 6M | +13.0% | +68.8% | -55.8% | +10.8% |
| YTD | +26.5% | +6.7% | +19.8% | +28.2% |
| 1Y | +30.1% | +3.0% | +27.1% | +33.1% |
| All | +30.1% | +1.3% | +28.9% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling