+205.0%
IWD vs PRU
+115.4%
+89.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.9% |
| 7D | +1.3% | +3.2% | -1.9% | -0.2% |
| 30D | +3.6% | +7.9% | -4.3% | -0.1% |
| 3M | +2.3% | +1.8% | +0.5% | +1.3% |
| 6M | +13.0% | +24.1% | -11.1% | +2.0% |
| YTD | +26.2% | +12.4% | +13.8% | +18.5% |
| 1Y | +30.5% | +20.9% | +9.6% | +18.3% |
| 3Y | +86.2% | +55.5% | +30.7% | +47.6% |
| 5Y | +72.9% | +42.7% | +30.2% | +40.3% |
| 10Y | +205.0% | +106.1% | +98.9% | +91.9% |
| All | +205.0% | +115.4% | +89.6% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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