+29.6%
IWD vs PRU
+22.1%
+7.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +1.6% | +3.8% | -2.2% | +0.6% |
| 30D | +3.6% | +9.0% | -5.4% | +1.2% |
| 3M | +2.0% | +2.1% | -0.1% | +1.4% |
| 6M | +13.1% | +25.4% | -12.4% | +6.6% |
| YTD | +26.2% | +13.5% | +12.7% | +21.0% |
| 1Y | +29.6% | +21.3% | +8.2% | +20.8% |
| All | +29.6% | +22.1% | +7.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling