+64.6%
IWF vs PRU
+46.4%
+18.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.2% |
| 7D | -5.0% | +2.4% | -7.4% | -5.8% |
| 30D | -13.2% | +6.1% | -19.3% | -15.1% |
| 3M | -9.4% | -0.7% | -8.7% | -9.3% |
| 6M | -8.6% | +22.1% | -30.6% | -15.8% |
| YTD | -5.3% | +9.8% | -15.1% | -9.3% |
| 1Y | -5.0% | +19.4% | -24.3% | -12.3% |
| 3Y | +64.6% | +50.4% | +14.3% | +39.7% |
| All | +64.6% | +46.4% | +18.2% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling