+171.7%
IWM vs PLD
+237.0%
-65.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.3% |
| 7D | -1.1% | -0.7% | -0.5% | -0.8% |
| 30D | -3.1% | -2.2% | -0.9% | -2.1% |
| 3M | +2.2% | -7.4% | +9.6% | +5.8% |
| 6M | +15.1% | +1.9% | +13.2% | +13.3% |
| YTD | +18.6% | +7.9% | +10.7% | +13.1% |
| 1Y | +24.0% | +25.1% | -1.1% | +9.5% |
| 3Y | +63.7% | +21.9% | +41.8% | +43.4% |
| 5Y | +38.2% | +16.3% | +21.9% | +21.1% |
| 10Y | +171.7% | +249.9% | -78.2% | +50.1% |
| All | +171.7% | +237.0% | -65.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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