+204.6%
IWD vs PRU
+102.7%
+101.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -0.6% | -2.8% | +2.3% | +0.7% |
| 30D | +3.6% | +8.5% | -4.9% | -0.3% |
| 3M | +2.7% | +1.7% | +0.9% | +1.6% |
| 6M | +13.2% | +24.8% | -11.6% | +1.9% |
| YTD | +26.8% | +13.3% | +13.5% | +18.6% |
| 1Y | +29.3% | +21.4% | +7.9% | +17.0% |
| 3Y | +85.1% | +54.8% | +30.4% | +47.0% |
| 5Y | +74.2% | +42.4% | +31.8% | +41.4% |
| 10Y | +204.6% | +98.4% | +106.2% | +92.3% |
| All | +204.6% | +102.7% | +101.9% | +92.3% |
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