+410.9%
IWF vs PRU
+139.4%
+271.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.5% |
| 7D | +1.5% | +1.9% | -0.4% | +0.8% |
| 30D | -1.3% | -0.4% | -0.8% | -1.2% |
| 3M | +0.1% | +16.4% | -16.3% | -5.7% |
| 6M | +10.3% | +26.0% | -15.8% | +0.6% |
| YTD | +4.2% | +9.9% | -5.8% | -0.2% |
| 1Y | +9.3% | +18.8% | -9.5% | +1.5% |
| 3Y | +79.3% | +45.3% | +34.0% | +52.5% |
| 5Y | +73.8% | +45.6% | +28.2% | +46.5% |
| 10Y | +410.9% | +139.6% | +271.3% | +243.6% |
| All | +410.9% | +139.4% | +271.5% | +243.6% |
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