+205.1%
IWD vs PTC
+334.9%
-129.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | +2.7% | +0.8% | +1.9% | +2.5% |
| 3M | +0.9% | +32.1% | -31.2% | -7.3% |
| 6M | +10.5% | +42.6% | -32.1% | -1.4% |
| YTD | +23.7% | +12.0% | +11.7% | +17.6% |
| 1Y | +28.7% | +12.2% | +16.6% | +22.3% |
| 3Y | +79.7% | +31.2% | +48.5% | +59.6% |
| 5Y | +69.7% | +54.9% | +14.8% | +40.8% |
| All | +205.1% | +334.9% | -129.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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