+74.9%
IWD vs PCOR
-43.0%
+118.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.1% |
| 7D | -0.3% | -9.0% | +8.7% | +1.0% |
| 30D | +0.6% | +4.2% | -3.6% | -0.1% |
| 3M | +7.2% | +14.4% | -7.2% | +4.7% |
| 6M | +16.2% | +0.2% | +16.0% | +14.9% |
| YTD | +23.3% | -20.3% | +43.6% | +26.0% |
| 1Y | +29.6% | -16.1% | +45.7% | +30.8% |
| 3Y | +70.5% | -14.7% | +85.2% | +67.3% |
| All | +74.9% | -43.0% | +118.0% | +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 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