+69.3%
IWD vs PCOR
-19.6%
+89.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.5% | +22.7% | -23.2% | -3.5% |
| 30D | +2.7% | +37.5% | -34.8% | -2.1% |
| 3M | +0.9% | +35.2% | -34.3% | -3.9% |
| 6M | +10.5% | +42.2% | -31.7% | +4.0% |
| YTD | +23.7% | +3.6% | +20.1% | +21.4% |
| 1Y | +28.7% | -4.8% | +33.5% | +28.0% |
| 3Y | +79.7% | +48.3% | +31.4% | +62.2% |
| All | +69.3% | -19.6% | +89.0% | +56.0% |
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