+9.3%
IWF vs PRU
+19.3%
-10.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.1% |
| 7D | +1.5% | +1.9% | -0.4% | +1.1% |
| 30D | -1.3% | -0.4% | -0.8% | -1.2% |
| 3M | +0.1% | +16.4% | -16.3% | -3.0% |
| 6M | +10.3% | +26.0% | -15.8% | +4.4% |
| YTD | +4.2% | +9.9% | -5.8% | +0.6% |
| 1Y | +9.3% | +18.8% | -9.5% | +3.8% |
| All | +9.3% | +19.3% | -10.0% | +3.8% |
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