+56.0%
IWF vs PRU
+42.1%
+13.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +2.8% | +3.6% | -0.8% | +1.2% |
| 30D | -7.5% | +8.9% | -16.4% | -11.1% |
| 3M | -8.5% | +0.2% | -8.7% | -8.8% |
| 6M | -7.4% | +23.7% | -31.1% | -16.4% |
| YTD | -2.6% | +13.7% | -16.4% | -9.1% |
| 1Y | -1.8% | +20.6% | -22.5% | -11.0% |
| 3Y | +65.5% | +56.3% | +9.1% | +28.1% |
| All | +56.0% | +42.1% | +13.9% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling