+200.5%
IWD vs PEG
+139.0%
+61.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -1.6% | -1.7% | +0.1% | -0.9% |
| 3M | +7.0% | -6.8% | +13.8% | +10.3% |
| 6M | +17.0% | -11.4% | +28.3% | +23.0% |
| YTD | +21.6% | -7.2% | +28.9% | +25.0% |
| 1Y | +28.0% | -6.1% | +34.1% | +30.4% |
| 3Y | +70.6% | +31.8% | +38.8% | +44.6% |
| 5Y | +73.3% | +35.6% | +37.7% | +43.0% |
| 10Y | +200.5% | +148.7% | +51.8% | +95.9% |
| All | +200.5% | +139.0% | +61.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling