+80.2%
IWD vs PCOR
-10.0%
+90.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.9% | +23.7% | -24.6% | -3.9% |
| 30D | +2.6% | +39.0% | -36.4% | -2.1% |
| 3M | +1.2% | +35.8% | -34.5% | -3.4% |
| 6M | +12.1% | +38.2% | -26.1% | +6.2% |
| YTD | +24.1% | +3.9% | +20.2% | +21.8% |
| 1Y | +28.5% | +5.7% | +22.8% | +25.5% |
| 3Y | +79.5% | +44.8% | +34.7% | +63.8% |
| 5Y | +70.3% | -19.8% | +90.1% | +56.6% |
| All | +80.2% | -10.0% | +90.2% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling