+79.7%
IWD vs PCOR
+43.8%
+35.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.5% | +22.7% | -23.2% | -3.2% |
| 30D | +2.7% | +37.5% | -34.8% | -1.7% |
| 3M | +0.9% | +35.2% | -34.3% | -3.4% |
| 6M | +10.5% | +42.2% | -31.7% | +4.7% |
| YTD | +23.7% | +3.6% | +20.1% | +22.8% |
| 1Y | +28.7% | -4.8% | +33.5% | +29.8% |
| 3Y | +79.7% | +48.3% | +31.4% | +61.7% |
| All | +79.7% | +43.8% | +35.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling