+383.3%
IWF vs PRU
+115.4%
+267.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +2.0% |
| 7D | -1.0% | +3.2% | -4.2% | -2.2% |
| 30D | -10.1% | +7.9% | -18.0% | -12.7% |
| 3M | -7.6% | +1.8% | -9.4% | -8.5% |
| 6M | -6.7% | +24.1% | -30.9% | -14.5% |
| YTD | -2.5% | +12.4% | -14.9% | -7.6% |
| 1Y | -2.1% | +20.9% | -23.0% | -9.7% |
| 3Y | +68.6% | +55.5% | +13.2% | +39.6% |
| 5Y | +55.8% | +42.7% | +13.2% | +31.9% |
| 10Y | +383.3% | +106.1% | +277.1% | +246.6% |
| All | +383.3% | +115.4% | +267.8% | +246.6% |
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