+79.7%
IWD vs PENG
+184.4%
-104.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.7% | -1.2% |
| 7D | -0.5% | -19.4% | +19.0% | +0.7% |
| 30D | +2.7% | -42.4% | +45.1% | +6.1% |
| 3M | +0.9% | -25.6% | +26.5% | +1.8% |
| 6M | +10.5% | +7.3% | +3.3% | +5.1% |
| YTD | +23.7% | +113.9% | -90.2% | +8.3% |
| 1Y | +28.7% | +93.6% | -64.8% | +13.7% |
| 3Y | +79.7% | +170.2% | -90.5% | +42.6% |
| All | +79.7% | +184.4% | -104.7% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling