+205.1%
IWD vs PRU
+115.4%
+89.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.8% |
| 7D | -0.5% | +2.4% | -2.9% | -1.6% |
| 30D | +2.7% | +6.1% | -3.5% | -0.2% |
| 3M | +0.9% | -0.7% | +1.6% | +1.0% |
| 6M | +10.5% | +22.1% | -11.5% | +0.5% |
| YTD | +23.7% | +9.8% | +13.9% | +17.4% |
| 1Y | +28.7% | +19.4% | +9.4% | +17.5% |
| 3Y | +79.7% | +50.4% | +29.3% | +44.7% |
| 5Y | +69.7% | +37.2% | +32.5% | +40.2% |
| All | +205.1% | +115.4% | +89.7% | +92.0% |
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