+201.7%
IWD vs PRU
+99.2%
+102.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +2.3% | +3.6% | -1.3% | +0.6% |
| 30D | +3.6% | +8.9% | -5.3% | -0.5% |
| 3M | +2.2% | +0.2% | +2.0% | +1.8% |
| 6M | +13.0% | +23.7% | -10.8% | +2.1% |
| YTD | +26.5% | +13.7% | +12.8% | +18.1% |
| 1Y | +30.1% | +20.6% | +9.5% | +18.2% |
| 3Y | +84.9% | +56.3% | +28.5% | +46.2% |
| 5Y | +73.4% | +42.3% | +31.0% | +40.8% |
| All | +201.7% | +99.2% | +102.5% | +90.7% |
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