+70.3%
IWD vs PENG
+31.0%
+39.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.0% | +20.4% | -0.5% |
| 7D | -0.9% | -36.7% | +35.8% | +2.9% |
| 30D | +2.6% | -42.0% | +44.7% | +7.0% |
| 3M | +1.2% | -33.2% | +34.4% | +3.6% |
| 6M | +12.1% | +2.1% | +10.0% | +6.3% |
| YTD | +24.1% | +90.3% | -66.1% | +8.0% |
| 1Y | +28.5% | +67.7% | -39.2% | +13.3% |
| 3Y | +79.5% | +154.2% | -74.7% | +42.8% |
| 5Y | +70.3% | +28.3% | +42.0% | +37.5% |
| All | +70.3% | +31.0% | +39.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling