+72.9%
IWD vs PCOR
-14.6%
+87.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.8% |
| 7D | +1.3% | +22.2% | -20.9% | -1.8% |
| 30D | +3.6% | +36.0% | -32.4% | -1.1% |
| 3M | +2.3% | +34.0% | -31.7% | -2.4% |
| 6M | +13.0% | +43.5% | -30.5% | +6.3% |
| YTD | +26.2% | +5.1% | +21.1% | +23.5% |
| 1Y | +30.5% | -3.9% | +34.4% | +29.6% |
| 3Y | +86.2% | +52.9% | +33.3% | +67.4% |
| 5Y | +72.9% | -18.7% | +91.5% | +58.9% |
| All | +72.9% | -14.6% | +87.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling